ASUS P4PE CPU Error

[HandsomeGuy]

I am having a problem with my newly built PC. It works 95% of the time. The other 5% of the time, it starts up and I can hear "CPU initialisation failed" on the speakers. I have to keep restarting the system until it works properly. It then goes into the BIOS for some reason. The BIOS settings are all correct.
The system is a 2.67GHz P4, 512MB RAM, 128MB Nvidia Geforce4 Ti4280TDP. It is NOT overclocked at all, and the fans do work when the problem happens. I initially thought that it might have been overheating because the fans weren't staring up, but the fans work well.
Any help would be appreciated.
I'm not a PC novice at all, and this is the first time I am experiencing a problem such as this. Do you think the motherboard is stuffed up? I think I'm still under warranty, and would like to get the motherboard replaced if thats the problem. The thing is, it happens intermittently, and if they test if at the shop, it might be fine and then what will I say.

 

[Crashman]

It could be a power supply problem, sometimes power supplies surge when loaded, and starting your system loads the power supply fairly heavily.

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