Alienware keeps randomly shutting down!!

Hello everybody. I'm having trouble with my alienware laptop. My computer keeps randomly shutting down whevever I'm playing any kind of game or if I'm watching any type of video. When it shuts down it completely goes black on the screen and, if i had sound going to, it will start making a buzzing sound. At first, I thought it was just my computer overheating, so I took measures to try and stop that. I was able to get some programs to help that, but it still happens. I really need this computer, since I'm in college right now and everything I have to do is online. Oh, something I forgot. I did try and look up about this on my own, I was able to find it was a bluescreen error and when I took the measures to stop it, by following dell's support and some things in the forums. This still didn't help though. The computer is an alienware Mx18.  If you could help me fix this problem, I would greatly appreciate it.