The Car Dies

I have a 96 Grand Am 2.4L that is killing me.
The car will die for no reason. I will be driving and the car will shut itself off. It act like the key was turned off. What might be causing this problem?
Thank A Lot.

Here are the things that happen...
The Theft Sys light will engage.
The car will die
The car will refuse to start (this happens on the first start of the day every now and then)

Check the grounds on the engine and especially the fuel pump. If you lose ground everything will shut down just like you turned the key off. Also you could have a short in the security system that you will need to locate to solve the problem. You may also want to check the ignition switch. If you have a key with a chip in it, the switch may not be reading the chip properly and engaging the security system. Just some thoughts.