Where to start looking if problem continues

I just completed a new home built system yesterday and loaded Windows 7 RTM on it. Everything is new (case, mobo, graphics card, cpu, everything). Had no problem installing Windows 7 and I had the new Sapphire 4850 Vapor-x grapics card connected to an old 19 inch CRT monitor and I was on the internet reading some articles on Windows 7 and all of a sudden the monitor's screen went blank like it had lost the signal from the graphics card. Could not determine what to do so I simply shut the system down for a couple of minutes. Once I turned it back on the picture was fine and I didn't have any more problems the rest of the evening. I don't think the problem was with too much chassic heat as the side panel next to the graphics card is vented and I can feel cool are being blown out the vents. Besides the CPU's own fan and the graphic card's own fan the case itself has two fans.

Any ideas on where to start looking if this happens again?

what are the specs on PSU?

Power save mode on default setting?, the monitor will shut down every 15min or so I think (don't know for sure because it's one of the first things I turn off )