Game shutdown

I have an AMD 1700 20 gig 7200 RPM HD, windows 2000, 256 MB ram 64MB video card and when I play games on this machine, the game just stops, The machine does not shut down, just the game. It does not matter what type of game it is. It can be a high graphic 3D game or a stick figure 1 year old kids game. Can anybody explain to me why my machine is acting like this?