Weird graphic issue with new computer

Built a new computer 2 weeks ago containing:

INTEL CORE 2 QUAD Q9550 2.83GHZ 12MB 1333MHZ S-775
CORSAIR TX 650W
2 x 2GB DDR2 800mhz
WINDOWS XP SP3
2 OLD 250 GB HARDDRIVERS
NVIDIA GEOFORCE GTX 260
ASUS P5Q-E MOTHERBOARD
COOLER MASTER FULLTOWER HIGH AIR FLOW 932
Usb mouse and keyboard

Everything works fine until i try to play any game, after a random time in a game the computer will lockup with a soundloop playing. On the screen during the lockup there is either a completely white screen or lots of differently colors in a rectangular pattern or whatever showed before the lockup is stuck on the screen.
The only way out of the lockup is to reboot the computer.

This have happened in several games but seems to occur most frequently in world of warcraft.
I have tried with and older graphic card (Geoforce 9400gt) but i still get same errors.

Ive tried with several different drivers for the graphic cards with no change.
Bios, chipset drivers, sound drivers all updated.

Ive run memory tests, cpu stress testing and different stress tests for the graphic cards without any errors.
What bothers me the most is that i cant seem to duplicate this error outside of a game and since its a hard lockup it doesnt give me any error message to go on.

Would be helpful for any advice on what could be wrong (sorry for the somewhat bad english)

check your RAM, memtest86+ is a good program to use. Also, try dropping down to 1 2GB DIMM, testing each by itself. If there's no improvement, and memtest86+ doesn't show any errors, you don't have a RAM problem.

Make sure you try some games with just 1 stick. When I was working on a system with similar problems, it was related to the implementation of dual channel memory on the board. Found the problem by testing 1 stick at a time, since the games would not crash with just 1 stick. Even could run games with both sticks as long as they were on separate channels

Running with one memory stick worked fine for a few days but now it started crashing again randomly just like before. It seems abit less frequent now though.

Well considering the problem went away completely when i switched to just one ram stick i guess its related to ram anyway. I ordered some new ram that should be compatible with the motherboard, hopefully that will help.

I play on line games as well.I have found some problem like this,when they have new patchs to the game.To fix the problem I have had with my Geforce 6600,is to update the drivers.Here the drivers from Nvidia http://www.nvidia.com/object/winxp_190.62_whql.html

And may I ask what game it is your playing?

Oh fun a new crash! black screen soundloop and then monitor stops getting a signal.

I have a Geforce 6600 I play WOW as well.I have installed Graphic card drivers to play WOW and found some newer driver do not help the product out.And have to turn around and install old driver to get it to work right again.