Pc keeps crashing when I play games, PLEASE HELP!

[Windows 11]

My PC which is a Alienware Aurora R16 Desktop - 14th Gen Intel Core i7-14700KF - 32GB Memory - NVIDIA GeForce RTX 4070 - 1TB SSD I have an external hard drive connected as well, I was playing a game when all of a sudden it froze and just crashed and blue screened before shutting down and showing Checking Media Presence.. Media Present.. Start PXE over IPV4 & IPv6 on MAC: CC and bunch of numbers and letters. I have no clue what to do, i had this issue before but don't remember how to fix this. Please help, thank you!

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