Games tend to use the video card, so the usual answer is (a) insufficient or unstable power supply, or (b) heat, or (c) error in the video driver.
(a) Tell more about your machine for a second and more informed opinion. What PSU, how old, what video card, what other devices?
(b) Take the case off and see if that makes any difference
(c) Download latest video card drivers.
Additional cause of concern: compatibility between game and Windows 2000.
Can somebody help to solve this why does my computer auto reboot for no reason specialy when playing games ie. WC3? Using win2000, AMD XP2500+, 512RAM, soltek mobo.