hp SERVER AUTO SHUTDOWN

Can you get a temperature monitor (RealTemp for example). Shut down the server, wait 10 minutes, start it and measure CPU temperature.

It sounds like it may be overheating. Some fans are obviously running (the noise), but the CPU fan may not be.

If you determine it is overheating, I would get it serviced.

Yep. Sounds like you have fan bearing out + either your fan has stopped or is moving to little air.

The startup noise is "normal". Does it get quieter after a while and then shut down or does the noise carry on until the shutdown?

A few things
1. thermal paste on cpu is dried up and needs to be replaced
2. fans need to be replaced
3. lastly when was the last time you cleaned the vents and fan airflow chambers towards the cpu

if I put a cloth over your nose you'd have a hard time breathing for sure and your brain would shut down wouldn't it.

You need to post the integrated management log which will show why it is shutting down. You can get that through Intelligent Provisioning if it won't stay up long enough to get it from the Systems Management Homepage or IML viewer.

Don't put third party monitoring software on it, the software HP provide is more than adequate.