CPU / PSU Problem

Hello,

I've recently upgraded my CPU from a Phenom X4 9600 2.3 GHz to a Phenom II X4 940 BE and my video card from a Geforce 9800GT to a Radeon HD 5770.

My computer was having a problem where it turns off all of a sudden while I'm playing a game.
It required me to pull the power plug from the back and replace it to turn on again.

When this happened the first time, I checked everest for my CPU temps and boy were they off the charts. It was reading CPU - 60C Idle, Cores - 40C Idle and CPU 66C on load, Cores - 52C load.
This is with stock HSF and the termal paste that came with the heat sink.

At first I didn't really cared much for it since everything else was working fine. But one day, when I was playing a game, it went off again so I tried my same method to turning it back on but with no results.
The computer won't turn back on at all, no ethernet light, no fans spinning.

I'm not too sure what might be the problem now and I just hope that it isn't my processor.

Here's my CPU spec from what I can see:

CPU - AMD Phenom II X4 940 Black Edition 3.0GHz
Motherboard - Foxconn A7GM-S AM2+/AM2
PSU - Some Brand of 480 Watts
Video Card - Radeon HD 5770
Ram - 4GB of 2x2GB sticks DDR2 800
Hard Drive - Maxtor 500GB 7200RPM
DVD/CD Burner

Any help on figuring out what the problem is would be much appreciated!

Thanks.