My computer shuts down at the start with no lights on

I was playing game when computer shut down. After shut, it started restarting continiously. Never managed to start properly, green and red light were both off. Everytime it shuts down by the time it's restarting, it starts again and again until it manages to get to the welcome screen. When it manages to do that, it shuts down again. I've tried removing RAMs and BIOS Battery. But when I'd removed DVD-Rom, pressed the power button, this time red light flashed. Of course it couldn't start. I think it's probably about PSU. If anyone would say should I try to remove VGA or else, I will. Or any suggestions maybe?
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More about computer shuts start lights
  1. PSU is certainly a likely possibility for unprompted shutoffs/restarts, etc....
  2. I had it once with my psu not having enough juice for my system (it only happened when I played a gfx intensive game, bought a new psu and problem was solved).
    But to see if it is truly the psu take out gfx card (insert the ram or the MB won't start at all).

    Good luck.
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