My boyfriend is having the same problem. He built a really nice computer with expensive fancy top-of-the-line parts, but of course it keeps failing. Computer still runs, but the screen goes out. Sometimes its a black screen, sometimes it's light blue, sometimes it's all glitchy-looking with lines everwhere.
We've tried plugging the computer into a separate outlet by itself, but that didn't help. We also tried opening the case up and having a fan blow in there but that didn't help either. It seems to shut itself off randomly. Sometimes in-game, sometimes when sitting idle, sometimes it happens before the computer can even turn on fully!