Hi Ken,
When I first installed the projector, I had the fan that exhausts the "projector closet" on a light switch controlled outlet and...
Yep, someone turned it off. One night the projector turned off after about 1/2 a movie (boy the room goes DARK when the projector light goes out!). I went back to check on it, and it was quite hot without the normal exhaust mechanism.
I just turned the light switch back on (turning the external fan on) and powered it back up after the 30 second cool down period. It was fine for the rest of the movie.
From what I have read (and personally experienced), the auto-shutdown is a protective mechanism. The projector turns itself off BEFORE any harm can be done. It doesn't hurt anything to correct the heat problem and then resume...practically immediately. Just be sure to correct the problem or it will turn off again.
(The really stupid part of the story is when this same exact thing happened a second time a month later before I plugged the fan into another non-switched outlet!)