A long story so bear with me.
My computer blew up at Christmas. The CPU (celeron 400), AGP video card, memeory and network card (and box) survived but everything else was replaced. My home network never went after the repairs until I replaced it so although Win98 could find the card it was stuffed.

The computer locked up continually and had to be rebooted. I replaced the memory with a new 256 meg rom. Most of the lockups have gone but the computer still locs up at too regular intervals and Heroes of might and magic locks up in the fight scenes.

Given that the network card and I believe the memory card were "wounded" by the meltdown at Christmas, what is the possibility that the CPU or video card are also flakey and hence the lock ups, the game crashes and the failure to not to shutdown properly. Videos cards cost a lot and I am reluctatn to waste money if the video card is probably O

Cheers

VGA cards aren't that inspensive anymore! For example a GeForce2 MX isn't that expensive!
But maybe it's possible for you to borrow a VGA card from a friend for a day? Then you could test it all day long and if the probs are solved, then you'll know what to do, right?!

Another thing to try would be to get a burnin suite of programs and run your system with a loop of tests, this is what they do when a system is built. It stresses the components in and effort to make them fail, if they all pass then the likelihood of it failing later is much reduced.