Since you have a Dell laptop, I recommend you to install I8kfanGUI. This utility will allow you to track temperature of your CPU, Graphical card, memory, main board, and hard-drive. (It can also trigger fans on the speed you want, but that's something else.)
Then, use on of these games in a windowed mode, and check temperature at same time. If they are going in peaks like 90-95°C, you have your reason. Due to temperature, your laptop triggered the safety shutdown, to protect the hardware from overheating.
I have an XPS m1710, and had the same issue of computer stopping during some highly demanding graphics. Since then, I bought a laptop fan, to put it under. For information, I used a Notepal Infinite, from CoolerMaster. (has the advantage of ventilating the whole surface).
Before buying this, I was using simple DVD boxes under the back of the laptop to elevate it, and allow fans for graphical card to work better. Believe me, it was already helping.