The problem with Simple CPU Miner is more complicated than it looks like. The software will use the CPU and GPU to mine for coins, but the problem with the shutdown issue is directly related to the cooling. No application will cause your computer to shutdown automatically. This is a CPU and GPU stresser and if you don't have proper cooling with good coolers for your CPU and a good airflow, then it shouldn't be used. If you excessively stress the CPU and GPU without cooling, the hardware components will fail.
Additionally, use the tutorials available through Google Search to learn how to properly configure the software on your PC.