Do you hear any fans running? Try setting a fan to blow into your tower.
Consider replacing your power supply.
If you mean shuting down as in disconnecting from the internet, if running outlook express go to tools>options>connections tab>make sure hang up after sending and receiving is unchecked. Also, in internet explorer, go to tools>internet options>connections tab>settings>advanced>make sure disconnect when when no longer needed is unchecked.
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