Stop falling for that "Hit Alt+Tab" joke. It really doesn't help
From August issue of MPC:
"The first thing you should do is check for a patch for any of your games that are crashing...once you've updated your games, you need to update your videocard and chipset drivers...Outdated motherboard chipset drivers are one of the main causes of general system instability."
Once you've done all that and it still crashes "...You may have a heat issue." Look at items around your video card that would block heat, and then the video card itself before trying to blame the CPU.
And my own advice is to insure that you have the latest version of DirectX.
*I'm trying to pimp the use of the August issue of MPC as a great troubleshooting tool. In reality, these steps should be taken prior to further actions.