Too Vague!
Hi,
I am sorry but your query to too vague to answer. We will need some specific information. A shut down could be the result of overheating, a memory parity error or several other possiblilities.
How old is your machine, what type and how much ram do you have, is it a desktop or laptop, can you run trainzdiag from the c:\program files\auran\tc2009\bin folder and paste the results here?
Do you know what other applications are running in the background? Look at the icons by the clock, how many do you see?
Does this happen only periodically? Does it happen every few minutes? Does it happen when a specific map or piece of rolling stock or building is loaded?
In short lets start with your machine specifics and we'll take it from there.
Bricey (Brian)