I have a 2 year old Blackberry/RIM 957 device on which I receive my
corporate email as well as store my own personal contacts, memos etc.
It works great except that it keeps shutting down by itself. Pressing
the ON/OFF button on the bottom right does not help when this happen -
instead I have to use a pin to 'reset' it through the hole in the rear
of the device. This reset does not cause me to lose any data (thank
god!), however as it forces the Blackberry to reboot the latter loses
its time/date information (i have to manually set it the
date/time/time zone again as well as switch the radio on again
mannually).

This is very annoying!

This 'shut down' happens once every 2-3 days but happens more often
when it is very cold outside (I live in the East Coast) and I have
been walking around with it in my jacket pocket. However it also shuts
down at other times.

This is not seem to be a battery problem as there is usually enough
power left in the device to last for a week or so after I
reboot/reset.

Can anyone help me?

This could be a memory problem - go into Options->Status and check how
much "Memory Free" and "File Free" you have.

I've also seen the cold affect my 957, but it would display a message
saying "Too Cold for Device Usage".

Regards.