eco,
Sounds like you could have the Blaster worm or variant which causes computer shutdown by creating a buffer overflow.
It is extremely hard for an antivirus to protect you from this, but a good firewall will do so.
Run Kaspersky online scanner to see if the Blaster worm is present. If so, I believe that they have a free removal tool.
If you are not using a firewall, may I suggest freeware:
Spygate
ZoneAlarm
Any other questions, let me know.
Good luck
techie 101