Unfortunately, this is normal operation for Vista. It's caused problems for since it came out. On Oct 22, Microsoft finally removed Vista and now offer Windows 7. It's suppose to be better. Going from Vista back to XP is very difficult.
There are several reasons this could happen. I had this occur when watching Flash video in full screen. Is this happening on only certain sites? Process of elimination is key.
There are serveral possibilities. Malware or virus that you have downloaded, possibly unknowingly, is one reason. Computer hardware failure, especially the power supply or components that distribute power within the computer, is another. It is also possible that someone has written a scheduled task script to shut down IE and Vista.
It is surely a problem of virus infection on your computer. Generally, viruses cause these kinds of shutting down problem. Install a good antivirus and update it regularly. Scan your computer hard drives completely quarantine the infected files. Even after scanning, your problem persists, then you will have to format your computer.
It means that some of the IE addons are not compatible. Go to tools and manage addons in IE and try disabling a few addons. Check if this solves the problem. If not then try with the other addons. You can also try a restore to previous date when the system was working fine.
Check, if have installed all security updates for vista and if you have the newest version of the ie. If this doesn't helps, an upgrade to windows 7 would be an option. Have you checked your plug-ins? What is with the flash and the real version? Have you already trieded to delete your cookies?