PSU/Overheating/random shut down stuff

[Mightymouse]

Okay, so this all started after a storm one night (if i remember correctly), and has bothered me ever since. First the computer would just shut down here and there, I didn't think too much, but now its unbearable. Everytime I open up a game(war3, CSS, ut2k4, w/e) I can either play for a little bit, 5-10 minutes or so, or after 15 seconds my computer shuts down. The shutdown process is straight forward, bam - power is out. Black screen, no flicker when it shuts down, I can't switch it on in the front, I have to unplug the power cord, turn the computer(PSU) off, then back on and it will resume power. I have dusted everything off, even added another fan to my system and it is currently running @ 37° C ( about 99 degrees F) and I am running a 9800pro video card. One of my friends said that it could be the thermal compound on my processor, but I haven't checked into that yet, and he also said that it could be shortage in my psu. Another person said, that it might be memory, or my videocard overheating, but I have no idea...I can work fine doing normal stuff, surfing the web, or writing word documents, but as soon as I load up a game, I will shutdown within 15 minutes is my max time for playing.
I am running an Athlon 2800+, 768mb ram (one 512 stick, and one 256mb), and a 420w PSU. 2 CD drives (one CD, one CD-rw), two HDD(two 80s, one with the operating system other for random storage)
If you need any other information just tell me... hopefully someone can help

 

[Alpha_One]

Well, have you tried another PSU, or removing stuff one at a time as troubleshooting measures?