Computer Shuts Down Randomly Mid-Game

I've been playing the first episode of the Game of Thrones series, but randomly about 40 minutes into the game, my computer shut down while I was playing. I hard started it back up, opened the game again through steam and reloaded the save file (thankfully it wasn't wiped). I got to play for another 30 minutes or so before my computer shut down again, no error message or warning. I did some troubleshooting after I started my machine back up again (ran 'Thrones' client as administrator, verified game cache from Steam, tried to run it under the Windows 98/Windows Me as suggested, but it didn't load my save file so I reverted it and unchecked the box). But sure enough, the game crashed along with my computer a few minutes in, black screen and power off. I know it's not an external thing because when I play other games my machine can run fine, and I wasn't noticing any game lagging or other signs of stress when playing GoT either.

I'd appreciate it if I could get some insight on what might be causing the issue and how to fix it, as I haven't found anything similar to it on the forums. Thanks.

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