Windows 7: Crash in the middle of a game

Hello, i've got a big problem while I'm gaming. I bought a new computer 2 weeks ago and bought a couple of games. But when I installed the games and played for like 2 minutes it stops/crashes, it doesn't say anything. I have got no clue what the problem could be, first I thought that my cooler wasn't good enouhg but that does'nt seems to be the problem. Plz help me with this,
I've a 32 bit version of windows 7,
if you need information just ask and I will reply,

Stad