How do i find out why my computer keeps crashing?

im playing a game on my computer (a game that i have played for over a year on this computer) and then out of no where sometimes, it just crashes and a blue screen comes up saying something like windows has shut down to protect your computer or something. i dont know exactly what it says cause it disappears right away. i scanned my computer with my Mcafee and it didnt find any threats. whats going on with my computer and how can i fix it?