Instant Shutdown when Gaming

This is my brother's computer. I have built it myself. I have recently replaced the power supply. It now has a 650W coolermaster PSU up from a 400W but that doesnt stop the shutdowns. Then, I switched his ATI Radeon HD4650 to an MSI Twin Frozr 1G OC card but the shut downs keep happening! You can only play any video game for up to 15mins then it just shuts down. No error message or anything. When you start it backup it will just say " windows didnt correctly shutdown " thats about it. HELP?! The specs are the following

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System Information
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Time of this report: 12/31/2011, 22:28:43
Machine name: ALETHALCOMPUTER
Operating System: Windows 7 Ultimate 64-bit (6.1, Build 7601) Service Pack 1 (7601.win7sp1_gdr.110622-1506)
Language: English (Regional Setting: English)
System Manufacturer: MSI
System Model: MS-7309
BIOS: Default System BIOS
Processor: AMD Athlon(tm) II X2 250 Processor (2 CPUs), ~3.0GHz
Memory: 2048MB RAM
Available OS Memory: 2048MB RAM
Page File: 970MB used, 3124MB available
Windows Dir: C:\Windows
DirectX Version: DirectX 11
DX Setup Parameters: Not found
User DPI Setting: Using System DPI
System DPI Setting: 96 DPI (100 percent)
DWM DPI Scaling: Disabled
DxDiag Version: 6.01.7601.17514 32bit Unicode

 

All power connectors to video card plugged in? Another thing to check is the CPU heatsink/fan. If it isn't getting a good transfer of heat from the cpu to the heatsink the cpu may be getting hot and they have an internal shutdown temp and when it's reached the processor will shut down. You may want to pull the heatsink off, clean it and reapply the thermal compound.

Sam

 

You cannot even get a blue screen or event error this way.....

Go to control panel, system, advanced tab, start up and recovery, and uncheck automatically restart.

 

I have the memory dump file to be written incase of a failure, would that file have a use for anyone here?