That's not a good match. That board is rated with 4+1 power phases and for cpu's up to 140w tdp, the fx 9590 is a 220w tdp cpu. I'm not sure why it would say 9 series unless they mean 9 as in 970 chipset. For cpu's like the fx 8350 or others with a tdp of 125w it recommends a top down air cooler to help cool the vrm. That cpu requires a high end board with something more along the lines of 8+2 power phases with larger vrm heatsinks and the capability to support that kind of tdp and power draw. It's likely shutting down to prevent cooking the vrm on that board.
In addition you need a higher end psu, something in the 800-1000w range and solid cooling (aio liquid, not a low end air cooler).
http://www.asrock.com/mb/AMD/970M%20Pro3/?cat=CPU
If you read the supported cpu list the 9590 is not listed. None of the fx 9xxx are listed, I think you misunderstood the package advertisement. It's also not uncommon for several lower end amd board to claim they work with a given cpu like an fx 8350 and have issues due to weak vrm and power delivery.
I'd agree with burgessanthony, you're likely better off to ditch the 9590. You'd be looking at something more suitable to run it on like an asus crosshair V formula z (around $216), asrock 990fx extreme 9 (around $168) etc. It's more or less a highly overclocked fx 8350 and even getting a 9590 to run stable at stock can be difficult. Many users end up underclocking them to get them stable, sort of defeats the point. An 8350 is less expensive and when overclocked stably will give about the same performance.
Though I wouldn't recommend overclocking much on that motherboard even with an 8350. You're still looking at an 8 core cpu with a fairly high power draw under load compared to other cpu's. That motherboard would likely be better suited to an fx 6350. By the time you invest in all the parts to properly run a 9590 you could just buy an i7 and end up with a stronger better performing and more power efficient pc. Just a comparison to put it into perspective.
PCPartPicker part list /
Price breakdown by merchant
CPU: AMD FX-9590 4.7GHz 8-Core OEM/Tray Processor ($189.99 @ Newegg)
CPU Cooler: Corsair H100i v2 70.7 CFM Liquid CPU Cooler ($98.99 @ NCIX US)
Motherboard: ASRock 990FX Extreme9 ATX AM3+ Motherboard ($166.99 @ SuperBiiz)
Total: $455.97
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-09-17 05:56 EDT-0400
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Core i7-6700K 4.0GHz Quad-Core Processor ($324.89 @ OutletPC)
CPU Cooler: CRYORIG H5 Universal 65.0 CFM CPU Cooler ($46.88 @ OutletPC)
Motherboard: ASRock Z170 Pro4 ATX LGA1151 Motherboard ($116.99 @ SuperBiiz)
Total: $488.76
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-09-17 05:59 EDT-0400
That's being generous, the price could easily be lowered further going with an i7 6700 and an h170 board with a cheaper cooler. Only around $30 difference for the latest unlocked i7 with a z series board capable of overclocking vs the fx 9590.