There are a number of possible explanations, the most liekly of which are:
1. The Processor is overheating. Make sure that the cooler is properly clipped into position. What TIM paste did you use, and how much of it?
2. The PSU is a bit flakey. This is harder to test if you don't have a multimeter or a spare PSU.
Do you get a bluescreen when it crashes? If so, can you post back the STOP error code from the bottom of the screen?