Big Problem - No Idea

Hi, well this problem has been occuring ever since i got the computer so here's the long story. I bought the computer a year ago and it seemed to be fine. However when i played 4-5 video clips in a row the computer would shut off and restart itself. I thought it was weird so i decided to check it into a repair shop. They took out the power supply and added a new one and replaced my old ram with a kingston 512. After that it was working fine until randomly the screen went blue and told me that an error occurred from one of the new hardwares i put in. Then i would have to shut down (manually) and then restart. At the opening screen it told me windows recovered from a serious error. Now it seems to my that the problem is either the power source or the ram. I have no idea what the problem really is but since those are the two things i had changed it seems likely that one of those were the problem. If you have any ideas on this please post. I'm ready to try anything.

Specs:

mobo: asrock p4i45g
cpu: p4 2.8
mem: 512 kingston ram
fan: not sure can someone tell me how i could check this?