Lockups with new system... please read

I recently slapped together a new system and everything seemed to be wonderful...... until the lockups started.

My Specs:
A-bit KG-7 mobo (new)
Athlon XP 1800 cpu (new)
512mb PC2100 DDR (Brand is Excelerate... Samsung chips on it, CAS 2) (new)
20 gig 7200 rpm Maxtor HD (my old drive)
Hercules DVD soundcard (replaced my Soundblaster thinking that might be the problem... no help)
MSI Geforce 4 Ti4200 (replaced my GeForce 2 mx, hoping that might be it)

Fans/Cooling:
7000+ rpm Copper heat sink/cpu fan
2 8mm fans in front bottom of case
2 8mm fans in rear of case, about cpu level
1 8mm top fan
1 8mm side panel fan
1 PCI Slot Fan, right below AGP slot

I am not overclocking anything in my system, and everything is still set to factory defaults for the most part. The lockups occur ONLY during very 3D graphic intensive games (i.e. Dark Age of Camelot and Warcraft 3), and happen after running them from 5 to 20 minutes... sometimes I get lucky and get an hour of playtime.. but not often. Because of this, I am lead to believe these lockups have something to do with overheating... at idle speed, if I check BIOS just as I am starting up my computer for the day, it tells me my CPU is running at around 110-115 degrees Fahrenheit, which seems about 10 degrees or so hotter than I would think it should be. After one of these lockups, after I reboot, BIOS reports a CPU temperature of about 120 degrees fahrenheit, so I would assume while the game is actually running, 125 to 130 degrees would not be unreasonable to deduce.

Why an I having these problems? When I first put this system together, I didn't have all the fans in my case... and when I installed all these fans about 2 days ago, my cpu temperature only dropped a couple of degrees fahrenheit. Originally I was using a cheapy heatsink/fan, and common sense tells me that just by upgrading to a high quality copper heatsink with a high powered fan, my cpu temperature should have dropped more than a measly 2 or 3 degrees.

After reading the Intel vs AMD heat protection article, I understand that AMD doesn't deal with heat as well an Pentium does.... but come on, you can't tell me this is typical.

Am I right in my assumption that this is a overheating problem? If so.. how the hell am I suppose to fix this? I refuse to believe I need a water cooling system just to run a XP 1800. How do I fix this?

If my assumption might not be correct, then what else could be the problem? I have tried the whole driver route already... I have tried multitudes of drivers for each of my devices, so I am skeptical to the whole "try this driver" recommendation.

Please, if anyone knows anything about this, respond here and lend me a hand in fixing this problem... I am so frustrated at this point, I am actually considering scrapping the system and going Pentium (ack!)