I would look at the power supply with suspicion.
This was a sudden problem. After about 20 minutes of running, my PC shuts down without warning. I got to the BIOS setup screen one time and noticed the temp of the CPU was high, & CPU fan was not running at all. I bought new fan, and it still does not run. I guess it is not the fan? Thanks for any input. (ASUS A7V8X-X VIA KT-400 DDR motherboard; AMD AthlonXP 1.8G) Thanks!