Shutting down help

Ok there are no real threads to ask this question but im sure there will be some one here who can help me narrow this down.

I have an okay gaming computer (cannot get all the specs atm) but it is 3gb ddr2 ram, xfx 9400 gtx 1gb (dno if it is the gtx or the gt) and a amd athlon x2 cpu and the msi neo v3-f motherboard, i am having problems playing games and some times videos that require a lot of coding. It seems to just turn itself off as if it has overheated, i have changed the thermal paste and changed the ram so i know it isnt that, it isnt the hard drive as i have changed that as well. so my thoughts are it is either the graphics card or the psu. Some times the screen goes a bit grainy so it made me think that i need a new graphics card. I will be making a new system soon anyway but i would like to know which it is so i can temporarally fix it cheap.

Thanks