My casing was too small for my configuration and even with new cooling system the PC was shutting off. I bought server casing and now everything works fine. What's your configuration?
Btw I use Hardware Monitor to check the temp while I'm in game.
that might be the cause in case your cpu heat sink and fan are actually applied and working properly.
it's not just the heat transport from the cpu itself to the surounding air that's important but also the heat transport within the case and between the case and the suroundings.
especially there may be the following problems:
1) the air flow through the case isn't strong enough or not present at all (in this case properly applied fan cases creating an air stream through the case may help)
2) the fan cases aren't applied properly (e.g. those at the top/front/back/whatever are all creating an air flow in the same direction (either into or out of the case) which prevents a proper stream from one side to another (e.g. in the case at the front and out at the back))
3) the sourounding of your case is simply too hot (I had that problem especially during the summer in my old appartment - when the room temperature is already at 30-35°C this can lead to serious issues if there aren't enough measurements taken)
You may need to take off your heat sink, re-apply thermal paste, and put it back on (I had to do this once when I noticed my CPU was running extremely hot at idle).
If that doesn't work, you're probably going to need to buy a new heat sink and fan.
I wouldn't recommend someone not perfectly knowing what he's doing to remove the heatsink and trying to replace the thermal paste.
1) it's very easy to break the cpu completely by improperly removing the heatsink resulting in a cracked cpu
2) applying new thermal paste can be tricky as well because if you didn't apply it properly it'll result in an inhomogenous heat transfer which can heavily shorten the life time of the cpu as the cooling may not work properly
3) re-applying the heatsink itself can be tricky as well because if it's not applied properly it may not be giving good contact with the heatsink resulting in a similiar problem as 2) or even in no recognizable heat transfer at all
If you are using win7, there's an option that during an event of a system crash, the system shuts it self down or restart automatically. Turning this option off might help.
that's for BSODs (Blue Screen of Death) and disabling the automatic restart at those points is mostly for those who know how to interpret the error messages you see there (e.g. it helped me to figure out that my windows setup wasn't working due to a missing network driver which resulted in the root device not being mountable upon boot (iSCSI device)) so not really helpful in this case, even though it could help checking whether it's a panic poweroff by the bios due to heat thresholds being reached
finally as someone already stated: you may also want to check your bios configuration for the following things:
1) ensure that overclocking functionality is disabled if there are such options
2) ensure all fans are enabled and are in the proper modes (e,g, "performance" vs "silence" - as your system is overheating you want more performance instead of more silence)
3) ensure the temperature thresholds are configured properly (e.g. for some obstacle reason the threshold for a given temperature sensor over which a panic is issued may be configured too low for the hardware you have (consider the manual of your hardware components to find out which values are safe there))
finally you may also want to check that the temperature sensors are actually functioning properly. in some cases they may be defect and report wrong temperatures or if the contact is somewhat broken they may just go missing during operation which could as well result in a panic