How far does it get?
Do you get the whole way through installation and then it reboots but never restarts?
Or does it immediately turn off when you start installation?
Is the hardware new? That is, has it ever run any operating system before? There could be some odd hardware or high memory problem. Maybe BIOS overrides the memory CAS timing or similar. It wouldn't hurt to look through the BIOS to see if anything is not set to a default value for a good reason. If you can burn a CD, you could download
Memtest86 and use it to test the system's memory.
A failing or underpowered power supply could also do something like that.