How worried should I be?

[jrbick]

My computer has done the following 3-4 times now, but more like 3:

Out of nowhere (meaning, i haven't found any particular trend that would help with figuring this out), my computer just reboots itself. At least twice it has been when I am playing poker (so, 1 skin, 4 tables, PT, GT+ are running). This is while using dial-up internet.

When it reboots, it's like normal. The "error report option" pops up and says something to the tune of "you computer has recovered from a major failure" or something like that. I finally reported the error and microsoft.com (or whatever it is) said that there is a MAJOR problem with 1 of the following and that I should contact the manufacturer:

1.) CPU is jacked
2.) RAM is jacked
3.) main board (not mother board, but something like this) is jacked
4.) power supply is jacked

Now, what I'm wondering is this... well, actually twis (two things):

1.) WTF is this, mainly

and

2.) Is this more likely to be the power supply since it has happened about 3 times now and returned to what seems to be normal each time?

So, should I be in the market for a new comp or is this an easier fix than not?

TYIA