More information would be extremely useful.
Like the operating system, specs and what you are doing.

Usually that's caused by overheating of the processor. Make sure all the fans are operating properly in your computer.

Yes, I also think it shuttes down because of overheating! I have bought a cooler for it but I don't use it all the time!
My lap top is Toshiba SATELLITE A300D-11T.I don't know if this is helpful. It has been shutting down while I was using skype, making video calls, when I was using my Yahoo or my Facebook.

Does it just shut-down or does it go into a blue screen or.. What about errors? ANy recent hardware/software changes?

Please elaborate as we are just assumming right now!

Sorry, but just now I got the chance to answer! It just shuttes down, it doesn't go into a blue screen or something else. No errors. No recent changes.
Thank you

You said yo had bought a cooler for it. I am assuming you mean a cooling pad. Does it shutdown when you use this?

Yes, a cooling pad. And it shutted down even with the cooling pad, 2 or 3 times. But when I didn't use it , it shutted down more often!