If it only shuts down when playing video clips it may be that some component is getting too hot and it stops working.
Video clips are very computer intensive and maybe the CPU or graphics card are getting too hot.
Make sure there is plenty of room round the PC case, and make sure the air vents are not blocked up with dust or fluff.
If you have had the PC for a while maybe take the cover off and clean out the dirt and dust inside the case.
Sometimes dust and dirt blocks up the fans or air vents and stops the air circulating so the case cannot cool down.