You might want to check your power supply too. Gateways sometimes come with some awefully small wattage power supplies in their desktops (my friends Pentium 4 Gateway came with a 190W power supply, and this was a full tower!), and as the system ages the power supplies get less effective, and once the power supply heats up (demanding game, more demand for power) it may just simply be unable to maintain correct voltages.
And the unfortunate fact, as mentioned above, is your GeForce 6000 (haven't heard of a 6000 before...is it slower than a 6200?) may just not be quite enough (min requirements for SH4 ask for a 6200 and up, and this is "minimum"). Fortunately you can still get decent AGP video cards (7600GT is pretty fast and cheap and available in AGP). To further add...1GB RAM will get you by, but isnt really enough for gaming with, especially if your video card uses some of your system memory (Turbocache).
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