Right then, have been fannying around in the BIOS to see if there's any gubbins for controlling the CPU voltage, etc, and came across a setting for 'Enhanced Speedstep Technology'.
Looked in the manual to see what that was all about, but unfortunately, I almost immediately fell asleep. Wiki had an entry I could almost understand, but I won't bore you with it here, as I reckon anyone who replied or has read this far will know about it already...
What it did say in the BIOS setting was:
'Enabling this function may reduce CPU voltage and lead to system stability or compatability issues with some power supplies. Please set to DISABLE if above issue occurs'.
It was on AUTO, so I made it say DISABLE.
Hopefully, that will cure the turning off nonsense for good! Thanks for the replies fellas and I'll report back if it makes no difference...