Talking drop you out of multi-player or single?
Did it drop you into your desktop or to the main menu?
Did you build this PC yourself?
Got all the latest updates for Vista?
Check to see if you have the 940105 hotfix from MS and read the article to see if it matches your issue.
http://support.microsoft.com/kb/940105
I'm trying to look to see what issues a weak power supply has, I always thought it would reboot the whole machine, not sure if it would just shut down a program. Also, memory that can't handle a load will sometimes just dump you out of a program with no error or reasoning. Check the brand, speed, latency of your RAM and search around Google and see if others have issues with it. Your RAM might be good for casual PCing, but not great for gaming. Good luck.