Your cpu probably shut down to protect itself from heat. You might want to remount the cpu cooler.
Push pin coolers can be tricky to install.
A bad installation can lead to higher temperatures, and even cpu throttling.
With the pc powered down, gently rock the cooler to see if it is on solid, or if it wobbles a bit.
Push pin coolers are best installed while the motherboard is outside of the case.
You need to be able to look at the back of the board to verify that
all 4 pins are completely through and locked.
Play with the pins on the cooler first, so you can see exactly how they work.
Read the instructions that came with your retail cpu.
When pushing down on the pins, do a diagonal pair first.
If you don't, it is hard to get the last pin in.
Don't forget to clean the parts and reapply fresh thermal compound every time.
Don't try to reuse the TIM.
Rubbing alcohol is OK as a cleaner.
I use a paper coffee filter to clean with because it is lint free.
Any name brand TIM should be OK(as-5, Mx-2, etc.)
When applying the TIM, don't use too much, because it can act as an insulator.
Don't apply too little, either, because it won't spread and fill the microscopic
imperfections in the surfaces. A dollop about the size of a grain
of rice should be about right.
After cooling, I don't know why it would not start. Sometimes unplugging the psu will cause a better reset of the bios.