Computer becomes freeze when I play any game from desktop

Hi! I am having a problem with my computer. Whenever I play any game from the desktop, the computer becomes freeze suddenly and the screen becomes blue. I am not quite sure with the problem. But, I think I may have to do something with CPU. Here is the configuration of my PC: ATI Radeon HD 4670; 1GB GDDR3 memory; 800MHz; and a core clock of 750MHz. Your assistance to resolve the problem would be highly appreciated. Thank you.
