I think you will find this is an overheating problem. When you fitted the heatsink onto your CPU did you remove the tape off the heatsink compound. All the heatsinks I have seen have a small square of thermal compound but you must remove the protective tape before fitting. The reason for the shutdown is the motherboard protecting your CPU from meltdown.
If you cannot remember what you did it's worth a quick strip down to check.
Hope this solves your problem.