Blue screen of death on new computer

Hey guys, I just joined toms hardware for once because I need some help and you guys are all good at computer stuff.
on Christmas I got a Shuttle XPC. It's a nice compact computer that I got so i can go to LAN partys easily.

Heres the specs:

Intel Pentium D 2.66Ghz(2 Cores)
250GB Hardrive
2gigs DDR2 DIMM
XFX Geforce 9600
( a little awesome fan in the extra PCI slot that pumps out a TON of air, so its not overheating_

so, after I got the computer I installed the card. I plugged everything in, it worked great. Installed my network driver and the Nvidia Driver and it was fine. I installed Unreal Tournament 3, and played it everything max and its great. Then I installed Call of Duty World at War, on max, runs great. Installed Farcry 2, everything max, runs great. Installed Crysis, everything on high, ran great.

Then randomly, after about 10 minutes out of game, a bluescreen would pop up but my computer would restart to fast to see what it says.

Now when Im out of game it will bluescreen at random times. But when im in-game, its fine. I really dont know what is causing it but I really would like to know, as its a bit annoying to go get a drink after playing a game and come back with your comuter at the boot screen.