Why Is My Computer Brown Screening?

[ComputerConfusion]

I just bought a ZT Systems PC with a AMD Phenom(tm) II X4 945 Processor maybe a month ago and it was working fine, but two weeks ago I bought a Radeon HD 4670 Graphics Card and a few days later it blue screened, but then didn't do it again. Then it was working fine until about four days ago when while playing games the screen goes brown or light grey and then I have to manually restart the computer.
It first happened while playing Sims three but then it continued to do it while playing Fallout: New Vegas and TES 4 Oblivion.
Is it the graphics card? The games? Or something worse?
Anyone have any idea what is happening to my computer? It's annoying and it makes me worry about my computer.

 

[HostileDonut]

What PSU? My grandparents have a zt and it only has a 350w. It might not be up to par. Also maybe a bad GPU.

 

[ComputerConfusion]

I think you solved my problems. THANK YOU!

 

[HostileDonut]

No problem.