Shutdowns/locking up (need some help)

Hey guys, didn't quite know where to post this, but here goes. I have been having an issue with my computer locking up and just randomly shutting down. Maybe not so random as it only happens If i start playing a game, or if i track towards the end of a video i happen to be watching. Otherwise it tends to stay pretty steady. Though at times my external hard drive will register as coming unplugged and then plugging back in (Only happens when connected to this computer).

So far I have reseated all components, gave it a good cleaning out with some compressed air (I didn't knock anything loose). I then ran memtest for a few hours, it came back with 1 error, so I then rebooted using a single stick of ram, ran memtest for a while again, repeated for each individual stick. When I got no errors I took a stick and tried each individual slot on the motherboard, running memtest for a few hours for each slot and each individual stick of ram. No errors for some reason. I know it hasn't been a heat issue, the temps were all normal around the time of shutdown and just to be safe i pulled out the CPU and replaced the thermal paste with some fresh stuff. It's really driving me up the wall here.

Any help would be greatly appreciated.

Sorry it took so long, was out of town for a bit. Anyway, specs are as follows

Mobo: MSI K8N Neo4 Platinum
CPU:AMD Athlon 64 4000+
RAM: 4x 512Mb sticks of OCZ platinum rev. 2 (PC3200)
GPU: ATI Radeon X800GT
HDD: Some Western Digital IDE drive (i ran their diagnostics program on the drive and it came back clean)
PSU: Aspire Concord series 500w
OS: Windows XP SP2

I don't know the case, but I have had the same one for the past 3 years or so.

I also get an error when tracking through video files when it restarts at times with a BCcode: 1000008e