My iMac reboots itself when I play games.

Whenever I try to play any kind of games (even online flash games) my iMac reboots after some minutes of playing. There aren't any error messages, it just suddenly reboots.

Does anyone have the same problem?

My specifications:
2,66 GHz Intel Core 2 Duo
4 GB 800 MHz DDR2 SDRAM
ATI Radeon HD 2600 Pro 256 MB
Mac OS X Lion 10.7.3

Download the free iStat Pro widget from here and use it to monitor the fan speeds and temperatures of your iMac. Post back what they are right before the iMac reboots. It's possible you're experiencing overheating. That could be caused by one or more defective fans. (your iMac has three)

It could also be caused by a defective power supply but that's less likely.

Does this widget have a history graph or something?
I downloaded it, and when I check, they're all working.

No history. It's up to you to monitor the readings at all times by keeping the widget open on your desktop. The pay version places those items in the top menu bar which does provide a history.

When you say they're all working, how about the temperatures? Something is causing your machine to reboot; if not overheating, it could be the power supply as I pointed out before. Defective memory can also cause rebooting.