TV turns off by itselft

Ensure that the TV is off. It may be advisable to unplug the TV as well.
2 Using a Phillips screwdriver, remove the single screw affixing the lamp cover (the small, grill panel on the back of the set) to the chasis. There is also a grill that is held in place by tension. Just "pinch" the thumb clamp on the bottom of the grill and slide it out. This is the same procedure you would perform to change the lamp, except in this case you will not need to remove the lamp itself.
3 Inspect the spring-loaded blue safety switch to ensure it is making good contact when the panel is secured. The switch should deflect downward when the panel is replaced. If the contact with the panel is suspect, very gently bend the metal bracket on which the switch is mounted.
4 Replace the grill cover and the lamp door, and continue to enjoy your TV.
5.Check some basics first. Make sure the sleep timer on your TV hasn't been turned on, telling your set to turn off at a certain time. If your DLP TV is acting erratically, Samsung recommends turning the set off and unplugging it for 30 minutes. After 30 minutes plug it back in and turn it back on. Unplugging the set resets it, and that may fix the problem.
6 Check your power supply. Make sure your Samsung DLP is securely plugged into a working outlet. Plug the TV into a different outlet to see if the problem still exists. Make sure that a fuse hasn't blown in your house or a circuit breaker hasn't flipped.
7 Replace the lamp. If your Samsung DLP is shutting off or won't turn on, a bad lamp is the most likely cause. To replace the lamp, remove the lamp cover from the back of the TV by removing the screws with a Phillips screwdriver and slide it out and away from the TV. Remove the screws on the lamp assembly and slide it out of the TV. Disconnect the old lamp and insert a new lamp into the assembly. Slide the assembly back into place and replace the screws. Do the same for the lamp cover.
8 Check for signs of overheating. Samsung DLP TVs generate a sizable amount of heat. If the components inside the TV get to hot, the TV will shut itself off as a protective measure. Make sure your DLP is out 12 inches or so from the wall. Make sure that all of the vents on the set are clear of any obstructions. Allow the TV to cool down for 30 minutes before turning it back on.
9 Contact Samsung. If none of the above tips help, it's time to contact Samsung, as the problem is likely something that should only be fixed by a qualified service technician. More serious problems may include a bad power supply or a bad ballast. Attempting to repair those yourself will void your warranty and may cause more serious damage to your set.

The safety switch exists so the user does not accidentally remove the lamp door while the TV is on. Doing so could, theoretically, result in burn or electrocution. This spring loaded switch causes the TV to shut down when the door is opened.
Since the TV's chasis is plastic, expansion and contraction can cause the switch to lose firm contact with the lamp door. The TV's behavior could then be such that after being on for a while (getting warm) the plastic expands and the switch loses enough contact to cause the TV to shut down. The frequency with which this phenomenon occurs is not only dependent on the internal temperature of the TV, but also the ambient temperature of the room as well as the relative tension on the switch itself. The user's perception is that the TV starts up fine, but then "randomly" turns itself off after being on for a while.
If you have recently moved your TV, it is very common for random shut-downs to occur. This is because the move has shifted the flimsy plastic chasis of the TV, thereby loosening the contact between the lamp door and the switch.
Make sure your TV is off and cool when performing this procedure.