What games are you trying to play? Integrated graphics are not up to the task of playing any graphic-intensive games. Check the requirements of the game to make sure it doesn't require a dedicated graphics card.
It happens most times in graphic-intensive games, but it also happed while surfing (During a flash game, which was not really graphic-intensive).
Even if it is really because the graphics can't handle it, I think this would be shown somehow differently, not by crashing the whole computer...