Computer crashes while playing a game

[MyNameIsDogMan]

Hello, I recently just finished building a computer for gaming/personal use. So I tried to play Skyrim on it on Ultra settings, and everything went smooth and easy for the first few minutes. Then suddenly my screen just goes black and stays there. So I turn off my computer, restart it, but there is no picture...it's just black. Everything in my case is turned on! Then I hear a fan in my case speed up so fast and loud. I have no clue which one it's for. I keep turning it off and back on and eventually a message on the screen pops up saying "Windows failed to boot on several times" and it then finally loads up. It only does this when I'm playing a game, web browsing and videos are fine!!!! Anyone help me out? The fan thing really scares me :/

Specs:
EVGA GTX 560ti SC
Phenom II x4 965 BE
8gb DDR3 1600 Corsair Vengeance
Corsair TX750w
AsRock 970 Extreme 3
OCZ Vertex 3 64gb SSD
Windows 7 Professional 64bit

All of the products are brand new!
I didn't know where to post this post

 

[jsc]

If the system is overclocked, take it back to stock settings and see what happens.

Something else you can try:
Pull the SSD and run everything from a hard drive.

Run memtest86+ on the RAM.

 

[DM186]

^+1
That fan you hear is from your GPU. If you OC'd it your CPU then is could be unstable as well as your GPU. Try what jsc stated and here is a link to memtest86+ I hope all this works out for you.

Also here is a program to help you monitor your temps and set your fan speeds to climb when your temps rise plus it will tell you your FPS. Good luck to you.

http://www.memtest.org/

http://event.msi.com/vga/afterburner/download.htm

http://event.msi.com/vga/afterburner/images/Afterburner%20User%20Manual.pdf

 

[MyNameIsDogMan]

Isn't MSI Afterburner for MSI products? I will have to try that MeMtest thing as soon as possible! I don't have a hard drive yet so ya...everything is at stock settings . The GPU is factory stocked too.

 

[bystander]

MSI Afterburner works on all Nvidia and AMD graphics cards. It's quite versatile.