Sounds to me like your computer is locking up when your video card is trying to load a game. This is symptomatic of three possibilities, that we would really need to know the game to fully explore.
The first, is that you are having a configuration issue. Maybe a sound card sharing an IRQ with the video card, or your video graphics options are set too high, or you lack sufficient ram to run the game, etc.
The second possibility is software corruption. Directex might be screwed up, the game may need a reinstall, or you may have conflicting video card drivers
The third possibility is hardware. You may very well have a partially burnt out video card that shorts out whenever the card reaches the full speed temperatures. The easiest way to check for that with an nvidia card is pull it and try a friend's card. if that card works, you know yours is bad.
What game is this for, and what are your system specifications (video card model, processor speed, ram, free hard drive space, etc.)