|guapo's suggestion is a good place to start.|
Another tip is to check the event viewer for event logs. I suggest doing this from safe mode, as this will also help you know if the issue is hardware or software related.
If the machine does not shutdown when in safe mode, it might be driver related. At any rate, you didn't indicate when & if this problem just started out nowhere or if you had installed anything prior to the issue. If it just started out of nowhere, system restore may help revert your system to a good state provided it isn't a hardware or overheating issue.
Jabbering Idiots: Everywhere You Look!