Help!! (no signal)

Hello please could you advise me.
I upgraded my pc by changing too these items:
nvidia gtx 260
500gb sata hd
4gb ram...2x 2gb cards but not the same speeds
750w power supply

im using the same motherboard and cpu!
and after installing all upto date drivers everything looks ok.
but when i play a game that starts to challenge the gpu all of a sudden the pc clicks, screen goes blank saying (no signal) and the cpu fan speeds up.. i can still hear that the game is running but no screen.

before i changed and upgraded there was a problem that my pc started to freeze so i wiped my pc and reinstalled windows fresh.
i also bought another gpu and motherboard and case and at that point i couldn't even get a picture at all??
so im now with my old case, old motherboard and it works till i challange the gpu???

where am i going wrong??
this is my spec

intell core 2 extreme
msi motherboard
4gb ddr2
500gb sata
80gb sata
nvidia gtx260
750w psu
pci usb card
pci soundblaster card

thanks
pete