I've replaced the motherboard (GiGabyte Z68xp-UD3p)
the RAM (Gskill Sniper series 2-4 gig DDR3 2133) a total of 8 gigs of RAM
The GPU (EVGA 560 ti (Fermi)
The Processor (sandy bridge I7 3.4ghz Quad core)
A Zalman Heat sink and Fan
And upgrade from windows xp home to Windows 7 Pro 64 bit
My tower has 5 Fans 4 120mm and one 240mm
My temps on load are around 39 highest when playing games for as mush as I can

Anyways to the problem, I'm about to go buy a psu from best buy just to test the old PSU which is a roswell 750w Extreme edition PSU
Any advice as to why my computer is just restarting (turning all power down, and then starting back up again whilst giving me the windows did not shut down successful message) whenever I play oblivion, or skyrim?
I assume this will happen with any game I play