I dont know English so good (i'm russian), thats why you can find a lot of mistakes
My friend asked me if i know how to solve his problem with New Vegas. He downloaded his game from steam, but the game crashes in 15 minutes after start and his PC reboots.
He tryed to solve this issue and this is what he did: open some program before starting game, open New Vegas, then he's playing with this programs window in the corner of the screen, and says that it helps. But the game crashes in 2 hours of gameplay, but with standart windows mistake at this time.

I'm not sure what that half-fix that your friend has tried is meant to do. I do know that PC systems with either Windows Vista (occasionally) or Win 7 and a Geforce video graphics card may run better windowed than full screen. I also know that a primary reason that PCs reboot themselves is heat, either the machine itself gets too hot to keep running and has problems, or the power supply is the part that warms up enough to lose efficiency to the point that its output of electricity becomes too small.

If we in here (other gamers) are going to try to help, we need a lot more information about his computer and the details of the rebooting he mentioned to you.