it do it all the time
starts up and shuts off on 1999 Mercury Mystique
It could be many things, unfortunately and without experiencing the problem first hand or being able to do some basic diagnostic tests its hard to say. It could have an idle control problem or a vacuum leak would be the two most probable causes. If you keep your foot on the accelerator pedal and keep the idle speed up, once the engine is warmed up does the engine then idle and run OK or does it idle rough? When was the last time the engine was tunned up?