Laptop shuts off while playing games

Desi said: Have you had a look at the Power Options?

Desi said: It's under power management or power saving or power profiles or something. There is a setting to hibernate, turn off the screen, or shut down the computer depending on certain events. Just turn it all off and try again.
If it keeps happening, perhaps the battery is running down and needs to be replaced?

Guyver said: Do you think that the power supply is not doing it's job?

abujaffer said: There's two parts to a computer, hardware and software. I'm going really basic here (even though you probably know this stuff already) but it won't hurt to help someone else out who finds this link via Google or something.
To check for reasons the hardware might be malfunctioning, see if it's overheating or if there's anything blocking the fans (it could be that once the GPU starts working the thing shuts down instantly because it's blocked). You said it was cool so I don't think this is it.
Second reason is software; there could be a conflict within the OS, which only someone using the computer can find. The drivers might be causing the computer to crash, and finally the game might just be the problem.
My advice at this point would be to try some other game, preferably an online game (to check if the browser plug-ins are the problem) along with an on-disk game (to check if the local drivers are the problem). Download some demo off the internet/Steam if you don't have any games that run on the laptop around (if they're too powerful or no disc drive); GameSpot has a nice supply of old demos like CoD 2 and whatnot, and MiniClip.com or Xgenstudios.com would be a nice location for online games.