Judging by your posts, I'm going to make a few assumptions here;
1) You are an average-level user,
2) Your system has been in place, and running, for 2 years
Based on those assumptions and what you've described, my first look would be
at your power supply and cooling fans. If your OS were having issues, it is
likely you would be getting a BSOD (and error codes to research). However,
as you are stating that your system is spontaneously shutting down /
freezing up when placing a load on the CPU, I'm more inclined to believe
that your CPU fan has failed or is so covered with dirt as to be
non-functional and your CPU is overheating.
Step one is to download a hardware monitor to check your system voltage and
temps (this is step one because it's the easiest, not most likely). There
are plenty of them out there. Motherboard Monitor is excellent and free,
but not exactly easy for the novice user -
http://mbm.livewiredev.com/
Another option is Hardware Monitor. This is shareware, but you can use it
for 7 days in a trial state (which should be long enough to diagnose any
problems) -
http://www.hmonitor.com/. What you are looking for is that your
voltage levels and temperatures are within tolerances. To determine that,
you'll need to do a little research on your motherboard and CPU. In a
nutshell, your voltages should be within 10% of their assigned ratings.
Step two is to open your case and check the fans. Most notably, you'll be
looking at your CPU fan. First, it should be functioning. Second, it
should relatively clean. If it's been there for two years (and still
spins), it is likely completely coated with dust and moving very little air.
Assuming this isn't outside your skill level (it's really not that hard)
remove the fan and clean it off as well as you can. Also, I would recommend
that you remove the fan from the heat sink and clean the heat sink out
thoroughly.
Once the fan / heatsink are separated, you can spray the heatsink with water
to clean it off completely -- DO NOT USE WATER while the fan is still
attached. Allow the heatsink to dry thoroughly before reattaching the fan
and before placing it back on the CPU. A hairdryer will speed the process.)
When you replace the heatsink on the CPU, it's best to use a thermal
compound such as Arctic Silver to make a solid connection between the two.
It can be a generic (read also - cheaper) compound.
As a final note, if any of what I've just said has left you wondering
exactly what I'm talking about, then before venturing beyond just getting a
system monitor, you may want to engage the assistance of a more
knowledgeable friend / associate. Sorry, don't mean to insult your
intelligence, but, as I said, I'm making the assumption that you are not
experienced in PC repair.
DJ Borell
MCSA, A+, Network+, Server+