I haven't, the only things I have done after building the thing is downloading 2 steam games and a desktop picture.
Very very odd, maybe you should try reapplying thermal paste & reseat the heat sink assembly. If no result, send the CPU back for it maybe defective. I would never recommend a 3930K for gaming to be honest - that CPU is for serious workstations and servers IMO, a 3570K would have been a smarter buy. Just my 2 cents.