Custom PC shuts down without warning.

[SirYuzu]

Few days ago I was playing Borderlands 2 on my custom PC,and suddenly it shut itself down like if someone unplugged the power supply. I booted again,launched Borderlands 2 and in less than 5 minuites it shut down. I left my PC for a while (about 2 and half hour) and this time I played TF2. I played it for about an hour and it happened again. At this point I just gave up and didn't used my PC.
Next day I booted my PC,played some TF2 and... It shut down again. I opened the case,grabbed a box of tissues and cleaned the dust which was in the fans. I put the case back on,booted my PC and I couldn't go pass the Windows Welcome screen. I left it for 15 mins,booted again and this time it went past the Welcome screen,but if I try to do anything,(open steam,use the browser etc) it just shuts down.
Now I have absolutely no idea what I should do. Please help!

 

[hillmanant]

Sounds like its overheating and thermal shutdown is occurring. Is the CPU heatsink fan spinning? Could be a power supply failing, this being the most likely, do you have another you could try to exclude this as the problem? Could be a Memory problem too try creating a memtest disk on another computer or this one if you can get it to run long enough and run it on the pc on startup outside the Windows environment to see if this could be the issue.