Playing a Game and Computer screen Goes Black and shuts Game off! HELP!

I bought a XPS M140 about a year ago and every time I've tried to play a game on it something goes wrong.  I will be playing my game then all of a sudden the screen goes black and the game shuts off.  The game never gets saved, so you have to do it all over.  Recently I bought Rollercoaster Tycoon 3 and at the same moment in the game it shuts off.  Afterwards a box pops up saying there was an issue with the game and I need to send an error report.  But, I know it's not the game because it does it with every game I play new, old, or used games-it always does it!  Now I went into my dell help and went through all the steps..changing my video accelerator, graphics settings, video settings, display settings....but it still does it.  I've downloaded the new drives and programs for my computer-yet, I am still having a problem...so, I thought you could help!!!!

 

PLEASE, if you have any Idea what so ever write back!   THANKS!