yeah it sounds like Power supply problems. I'm not completely sure though. Do as said and run Prime95 (is that what you were running)? I doubt it's memory timings because if it was memory trouble then you'd probably be getting BSOD's, not shutdowns.
edit: for further advice, post your problem at
www.overclocking.com
There are a whole lot of very knowledgable ppl there (I'm 'thejoe526' there and I have upward of 2500 posts :twisted: )