there's something wrong with it
edit: sorry, sorry

first suspect is the idle control valve on the throttle body... might be sticking. can't any longer remember exactly where it is or how to fix that but i'm sure there's others who can. temporary fix might be just to see if there's a throttle stop screw that can be tweaked to keep the revs up a little higher.
second is anything that might otherwise be causing a lack of torque at low revs like poor sparking (coil, distributor, leads, plugs, battery, alternator/belt), fuelling problems (fuel line filter needs changed), etc.
at the outside it could be an issue with the lambda sensor on the exhaust, which controls the fuel mixture to try and keep emissions down and power up... or a temperature sensor gone a little haywire
in short there's a nice big checklist of things to go through - any other symptoms (even stuff you think may not be of consequence) you can report?
might even be a dodgy clutch if it's happening when you stop in gear with the clutch down

its pretty easy to stall an engine if you've got a high gear engaged and are off the throttle. its a trick i use in traffic queues to kill the motor without losing lights, radio etc.