One of my two desktop PC's used to shut down without warning with annoying regularity. O/S was XP Home. Immediate power-off, just like a power outage only it wasn't since the other PC on the desk (running XP Pro) kept working happily.
Defied all attempts to rectify and only stopped happening when I installed service pack 3 on the thing. Microsh1t weren't even remotely intrerested. Surprise surprise.