Motherboard Faulty? Plz help!!!

Hi peeps,

I made a post a while ago about my Radeon 9700 Pro that keeps freezing/quitting back to Windows (XP) or resets with Direct 3D Games. What I've done now is I gave my card to a friend to test in his AMD system and I took his GeForce 4 MX440 to test my system with. Conclusion is that the Radeon 9700 Pro works fine in his system, but my PC still freezes/quits to Windows or resets with the GeForce in the Direct 3D games, with the exception that it happens less or you can say it takes a bit longer to do that.

Now I need some expert advice, is it a faulty:

a) Power Supply
b) CPU
c) Ram
or
d) Motherboard?

I've in the past seen Windows 98 and ME systems do that or give blue screens and when they returned the system they where told it was a faulty power supply.

My system is as follows:

Thermaltake A5000a Case with Thermaltake 420Watt power check @ www.thermaltake.com
Gigabyte Ga-8SG667 Motherboard
Intel P4 2.4b GHz, 533 Bus
512 MB DDR333 Ram
Western Digital WD1200JB, 120GB Hd with 8Mb Cache
Gigabyte Maya II Radeon 9700 Pro
Creative Audigy Sound Card
Creative Inspire 5300 5.1 Speakers
AOpen 48x12x50 CD-RW
AOpen 16X DVD
Genius KB18m Keyboard
Logitech Dual Optical Mouseman
LG Flatron 19" Monitor
3Com USR 56K Mesasage Modem

Funny thing is that it does not happen to me in Quake 3 or Warcraft III (-opengl command line), which is OpenGL games. If anyone has had a similar problem please let me know what is causing this. I would like to narrow it down to one component that is faulty so I can just return that and get a new one. (Custom build system) Unfortunately I do not have another P4 PSU or CPU at hand to test it with atm.

Hope you guys can help.

Thanks

Snowy