A message saying something like " windows has been shut down to prevent furthur damage to your computer." Or something like that. I only have this problem when i play Skyrim :(.
Anything i could do?
Laptops tend to overheat a lot and that sounds like what's happening. They tend to have to work harder to run things like games which generates more heat and they tend to have terrible cooling capacity. You could try using one of the laptop cooling pads. A good one can make a pretty significant difference.
Lowering the screen resolution will make it run a lot cooler as well. And on a laptops small screen the resolution really doesn't tend to make nearly as big of a difference visually as it would on a much larger monitor.
You can research laptop coolers if you like but I would recommend just taking some canned air and clearing out the exhausts instead. In my experience coolers never helped me at all, but clearly out the dust that built up made a world of difference.
I would recommend at least giving it a shot if you have some canned air around then going from there. May save you some money in the long run. --- I hate my username. http://absense-of-mind.deviantart.com/