I have had this problem for quite some time. My PC runs all my games smoothly and without heating up too much. CPU temperature is generally 45-55 when I'm in game, while my video card is around that range as well.
Whenever I alt+tab out of a game, or exit the game all together, my PC powers off within a couple seconds, and does not turn back on unless I flip the switch on the psu and wait a few seconds before turning it back on. It's as if someone pulled the power plug from the machine.
From the temperature readings, I think it's safe to assume that this is not a problem with over heating. I feel it has to do with memory or system power. Specs are:
CPU: AMD Phenom II x4 965 black 3.4ghz
GPU: EVGA Gtx460 SE 1GB
RAM: G.Skill Ripjaws 4GB (2x 2gb) 240-pin
Mobo: ASUS M4A87TD/USB3
PSU: Antec Earthwatts 650w