I own a gtx260 as well, and I have problems in Empire Earth and all the HL2 games, the computer switches itself off!
Not a software shutdown, but a simple and instant power-off

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I think it's a power supply problem, ie being too unstable (read as cheap!).
I've been doing some reading today on the net and BSOD/Crashes/Artifacts/Shutdowns are all symptoms of a weak power supply when running one of these powerful, top-end cards.
I bought a cheap "Super Flower" 650watt unit that is supposedly "SLI ready". It (allegedly) supplies 2x12v@21amps (1x12Vx21A=252W and 1x12Vx22A=264W)which should be ample for running my 260 (185watts max consumption), and I get this bloody annoying power-off problem.
I would suggest looking in that direction, maybe try a more powerful/quality unit from a friend or something.