IRQL problem

Pls can you help me?  
When I exit or open several games, suddenly appears a blue screen that IRQL not less or equal.  
Then I have to wait for dumping memory to disk for 15 mn .
There is some instructions on the blue screen but I prefer to check with people who know better than me. Actually I don't know about computer but a little.
This is the the info on the blue screen I got many times.

A problem has been detected and windows has been shut down to prevent damage to your computer.
IRQL_NOT_LESS_OR_EQUAL
Then it tells that if he appears more than 1 time to follow these steps, ie to check if any hardware or software is properly installed (I’ve just installed few software like games)
If problems continue - apart removing any new installed software- it tells to disable BIOS memory options such as caching or shadowing. (I don’t know how to make this). BTW if I remove some software recently installed can I reinstall them later? I mean I hope didn’t buy them in vain.
Then at last there is technical info:
STOP: 0x0000000A (0x000004F4, 0x00000002, 0x00000001, 0x806E4A16).
And the beginning dump of physical memory to disk .

Pls help me because I feel it's not good news for my kompie (a windows message appears after it restarts with "serious error" It's a new computer.  
Is it a memory, PSU, driver, etc or else problem?
Thanks

XP SP2
Mobo MSI 770-C45 (AMD 770 DDR3 PCI Exp-16x)
AMD PhenomII 550 Black edition
HDD WDC 320Gb Sata2 c16Mb Blue
DVD-RW Lite-On 24x Sata
RAM VISion 2Gb PC 10600
ATI HIS 4670 ICEQ 1Gb 128 Bit DDR3
PSU Acbel 420W