What PSU did you have before and what did you replace it with?
Freezing in the middle of a game is often a sign of overheating components, particularly overheating PSUs.
You can test that by taking the side off the case and either laying the case down on its side (open facing up) or leaving it standing up and aiming a regular AC oscillating fan into the side of the case.
If you do either one of those things, it becomes very hard for a computer to overheat. If that is the problem, it should work fine and not crash when you do this.
Most people can do this test for 0% and its worth doing in order to make sure you aren't barking up the wrong tree.
Which stress test did you run that made the computer freeze up?
By the way, I have seen some instances in the field of people trying to do MemTest86+ with a bad processor, it was pretty clear from the output that the processor was bad. You would be asking an entirely different sort of question if you got the output that indicates a bad processor. That doesn't rule out a bad processor, but it does make it somewhat less likely.
Also, last I checked MemTest86+ was a 32 bit program, which means it can't address more than 4 GBs of RAM. If you have 8 GBs that means only half your RAM was tested. The other half could have errors and you would not know it.
The way to rule out this problem is by testing only 4 GBs at a time with the other 4GB physically removed from the motherboard during the test. Then after you get to the 8th pass or so if there are no errors then you can switch them and test the other 4GBs. I have seen errors start showing up as late as pass 7, but not any later than that so I usually assume if it gets to 8 its definitely good. That may be inaccurate in some low % of cases, though. If you have time, going all the way to the end of the test is the safest option.