I used to have this problem, but I eventually figured out what it was. Oddly enough, it wasnt even computer-related: it has to do with electrical power fluctuations. Whever the flow of energy dipped low enough, my computer would shut right off - No warning or anything - and would start right back up.
And this didnt just happen under XP...this used to happen when I had 98se.
It seems that this isnt what's happening to you, but this information may still help other people.