Two things to consider, heat and the dual on board VGA.
Oh and reinstalling windows
First of I would eliminate the HD possibility by puting in an old PCI card or AGP card or something to make sure its the the dual on board vid set up (doubt it but you never know).
Then I would look into other cards you have in there.
Like I said I really doubt that there is a HD problem but you never know.
Now when you say that you get into windows and it shuts down do you mean it completely loads windows and all start up programs.
If so then one of those might be the culprit.
If that is the case you should hold down shift while windows is starting up. This should stop any programs from starting up. if that happens you can start to eliminate each program that suppose to load by starting them up manualy.
You can get a list of them by going into MSCONFIG and you can stop certain ones from loading over there.
GL to you