PC shuts down when gaming

Big Red Rooster

Honorable
Jan 3, 2014
70
0
10,630
So I had just assembled my first gaming PC. My first game being a copy of Elder Scrolls IV: Oblivion Game of the Year edition. When I start on the character creation segment, the PC restarts itself and I get this message saying Windows has shut down unsuccessfully as well as options to enter safe mode or start windows normally. I thought it was exclusive to this game, considering how glitchy it tends to be. But then the same thing happens when I play games on my Steam library. The Witcher: Enhanced Edition, the Half-Life 2 demo, and Dishonored Game of the Year edition. This is all happening on optimal video settings for the games by the way. What is happening and is there a fix? Is it a hardware or software issue?

Specs:
Processor - Intel i5-4430 Quad Core 3.0 GHz
Graphics Card - GIGABYTE GeForce GTX 660 2048 MB GDDR5 OC version with Windforce
RAM - Corsair Vengeance DDR3 8 GB (4 GB x 2) 1600 MHz
Motherboard - MSI Micro ATX B85M-P33
OS - Windows 7 64-bit Home Premium
 

Big Red Rooster

Honorable
Jan 3, 2014
70
0
10,630


What would you recommend?