When I am playing a game on my computer, any game, it goes into power saving mode out of nowhere. I am not able to bring it out, once it does this, and eventually I just have to push the button to turn it off

it is a newer hp elite with a quadcore processor
6 gig ram
500 gig hd
nvidia 9800 gt graphics card

not sure why it does this... any ideas on how to fix?