I was playing a computer game then my computer froze and shut down the game. Why?

I was playing SimCity 4 Deluxe then my computer froze and returned to the desktop default page as is the computer has just been restarted. Worst of all my game hadnt been saved. This time I was playing for less than 20 mins. Usually it happens after about an hour or two. It also happens on my laptop. This problem is just specific to this game. What can I do?I was playing a computer game then my computer froze and shut down the game. Why?
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Reinstall the game