Dang it, my laptop likes to shut itself off during a game. Like yesterday, I was playing some Half-Life 2 (thanks Metalstar on IRC), when the computer just turned itself off. Like, boom. I felt the those small vents on the back of my laptop, and it was burning! Know any tips/tricks I can do to stop it from shutting itself like that? And please don't tell me to get those cooling pads, they're out of my budget.

If you laptop is overheating that badly, I'd first check to be sure your fans are actually working and that the vents are completely free of dust and dirt.

What is the ambient room temperature?
Have you been able to play other games without this issue?
If so, have you had any driver updates, and have you updated if they are old ?
Have you tried HL2 on some lower settings?

What is the ambient room temperature? Hmm, the temperature in Hong Kong now is around 26 C, so maybe around 26-28 C in the room.

Have you been able to play other games without this issue? I can play FEAR (sometimes), Halo, and some games. But Counter Strike does this as well, which is weird.

If so, have you had any driver updates, and have you updated if they are old ? No driver updates I can download.
Have you tried HL2 on some lower settings? 640 X 480, everything dialed down.

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Thanks for the info, guys. Cogadh, the fan is definitely working, I can hear the bastard hum louder than... *in search of a simile* you know what I mean. I'll try and clear out the gunk, but I'm not sure that'll help much.

clearing out the dust will definitely help. If your fan sounds like a jet engine, I am willing to bet dirt is an issue.

Don't really know how you use your laptop but make sure to keep it on flat hard surfaces like a desk or table. If your resting it on a couch pillow or on your bed when you play the heat will have more trouble dissipating. Also the fan idea is great if you can get a good powerful fan and aim it at the laptop.

Open and clean your computer's fans (also clean the "air vents" on the sides / back of the chassis. Make sure your computer has the ability to ventilate properly (don't stack the back or sides of it up against anything). Use a hard flat surface like a tabletop as has been mentioned. If necessary, try to elevate the computer above the tabletop to allow airflow under the computer as well.
Another thing you could check is if your fan(s) / heatbridge inside the computer are properly fastened. Just a little slack in one of the screws for the CPU fan for example can cause big heating problems. So make sure it all sits tight in there.

I'm quite used to having a furnace in my lap, the laptop I have has the 2 hard drives right under the wrist rest and they can get pretty damned hot, also the docking port connector literally can leave a burn.
The way I've helped is to keep my lappy on a chess board so it's got a nice flat surface for the fans to shove heat out of.
I'm also thinking of getting one of these notebook coolers (I know, out of budget but cheaper than a new laptop):
Zalman NC1000
Coolermaster Notepal W2
I can't be sure how they work but they bore review pretty well. I want the zalman one the most but I can't get a model that does 17" laptops. They're also both entirely USB powered and feature inbuilt ports so you don't lose any USBs
Taking a compressor or can of compressed air to the fans to get any dust out might be an idea as well but you have to be careful to not blast it too close, start a fair distance and gradually get closer.
Do you run an external mouse, keyboard & monitor? Maybe somthing as simple as turning the lappy upside down when gaming could help, the heat would dissipate upwards away from the body of the machine then. Opening any user accessible ports could also help get the heat out faster

So is your laptop able to start up now? Do you have Speedfan and Rivatuner?

When I last had this problem, I cleaned the PC out, removed any components that weren't essential (such as the DVD-rom drive being removable) propped it up on two books, so that it had plenty of air underneath it, and after letting it stand for a few hours, it worked fine. Just had to leave it on those books for a day or two.
Hasn't over heated like that since.

Thanks! My fan/vents didn't have a lot of dirt, but I realized that my crap on my small Ikea table was blocking off, giving me way less than the 5cm (inches?) gap, making it easy to overheating with warm air. So I moved my laptop next door in the home office with a bigger table, and it works! Thanks, now I know how I can play HL2 anywhere!

Anywhere thats not cluttered up anyway

The best advice was already stated, but getting a cooling pad does'nt hurt. There are also some programs online to control your fan speed more efficiently. Change your power setttings to a setting that releases lees heat. I did this for my laptop and it has not shut down on me in a few months (fingers crossed).

Since my internal cooling has gone bye-bye (which apparently is the norm for Toshiba laptops), I've been using a Titan G4 and have been very happy:
Sliding design for various notebook sizes
Powered via USB
4 fans
Dedicated on/off switch
It's not the most silent cooler you can get, but the volume is acceptable for 4 fans.