Before that, try MSI Afterburner and RivaTuner, and enable in-game display of the CPU temps (and loads)(for all cores) and GPU temps and loads, and FPS, of course. That'll tell you most info.
You could also get one of those $5 displays that you plug into the power outlet to see how much your PC is using (and determine if it could be a PSU fault).
If you're playing HL1, your GPU might get some extreme FPS, and maybe that's what's bothering the PSU (mine starts squealing at 500FPS, yours might have another reaction to that). Try enabling VSync (60Hz) under NVidia CP.
To test anything else, get Prime95 and stress-test your CPU.
Then get another benchmark fo the GPU (3DMark for testing if it's the high frames (the first test yields very high FPS on PCs), Unigine Heaven for stress-testing).
Could also be your RAM. Back in the DDR400 days, my RAM stick got broken and the PC would keep having random crashes.
Do all you can with as little money as possible before spending $60+ for something.
EDIT: To test RAM, try Memtest. Comes with most Ubuntu releases