Brand new comp having problems with games/videos

So I finally got my new computer today, basic specs are 64bit Vista, q6600, 8800gt, gskill4gb, 320gb ect. Most of it was prebuilt, while I put in the 8800gt and 4gb ram. I went online and started to watch a video. A couple minutes into the video it started "freaking out" and the comp went into the blue screen. Later I tried playing a game on it. After windowing out of it and back in the graphics start screwing up and the screen goes black. I don't know what sort of issue it is, but I'm leaning towards the graphics card, even though the comp says it's installed properly. Does anyone know of this problem and how to solve/remedy it?

Did you buy a Dell by any chance?

Upgrade your video card drivers.
You could have a faulty video card also.

Check the PSU like megame says too. Look at the label on the PSU itself and post what it says here.

No there is no such a thing as too much power

Yeah, I'll definately check that out in the morning. It seems with that driver update I dl'd that its allowing me to play M$ Flight Simulator, but I can't window out and back in. This sounds like more of a software problem, I'm not sure.

Maybe.

I downloaded the crysis demo last night and tryed it out this morning. I played through it fine, worked great, but when the demo ended and it was going back to the main screen It started to freak out again and the screen went blank, with the screen having the digital/anolog box in the top left corner as if there was no signal, even though the sound was on and the computer was running.