Ctrl alt delete, go to performance and check your CPU usage. then go to resource monitor > Overview > CPU, then sort the listed items by Average. It's possible you have a process that is eating up CPU usage which in extreme cases can cause programs to shut down due to all the CPU's power going to whatever process is taking it up. If it's a virus, use Avast. If it's something else, stop that process while you play games.
Specs on your PC?