Here's a cheaper option that might solve the issue:
1) Open your case, look at the power cables running from PSU to MB/CPU. Jiggle them, make sure they're firmly clicked in.
2) There should be a single cable running from the PSU to the graphics card. It should be a 6 pin connector. Make sure that it's 1) connected, and 2) connected solidly. If it's not connected then you need to connect it.

To everyone mentioning PSU issues/overheating my first instinct was that the CPU heatsink goup was not properly applied. If that's not done well then your CPU won't be able to handle much in terms of loading.