It sounds like you are overheating but the only way to really know is to download a program like tweaknow powerpack:
http://www.tweaknow.com/powerPack.php. It is freeware but very reputable; I have used it since win95. After installing go to the system information tab and then click on the more details button. From there look at the hardware monitor tab it will show the temperature for each of your installed motherboard temperature sensors, fan speed, cpu temperature including the temperature for each core on multi-core cpus as well as the temperature and fan speeds for your video card. Other tabs will show you the timings for your ram as well as the voltage to each DIMM slot. If the temperatures seem good (newer cpus should run about ten degrees centigrade/18 Fahrenheit warmer than room temperature, older ones especially the athlons could run up to 190f). Videocards can run a few degrees warmer.
Measure it when the system isn't under load and then when it is. The temps will go up but it shouldn't be a drastic rise if it does go up on the cpu then it could mean it isn't seated well, too much or too little thermal paste was applied (you should only use an amount the size of a pea), perhaps your room environment is too warm, or your case does not have enough cooling. These are all very cheap fixes. If its your video card then it could be the card fan(s) are not working, there is not enough cool air coming into the case, the fan vents against the wall not allowing the free flow of air.
Bad ram can cause this sort of problem as well but rule out temperature problems first. Try reseating the ram. If running multiple sticks of ram take one out and see if the problem continues. Then test the other stick(s).
If none of these inexpensive solutions work look at the capacitors, the little cylinders on the motherboard: are they all in one piece with no bulges or leaking fluid?
Sometimes Windows will keep a record of errors in the event log:
Click Start, Run and type eventvwr.msc
Select Application entry in the left pane
In the right-pane, look for the Error entry denoted by a Red X
Sort by date and track-down the entry based on what time the error exactly occurred. Locate and double-click the entry for more info. You might have to scroll down to the date and time to see what occurred.
I hope this information helps.
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