Macbook Pro loading bar on start up and shuts down

hey guys, when i turn on my Macbook Pro, it shows the white screen on the start up with the apple logo and a loading bar below... before the loading bar reaches the like 1/5 of the bar.. IT SHUTS DOWN.. Whats happening here? what could i do?

See Mac OS X v10.6- Gray progress bar appears under Apple logo during startup

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