Before doing anything else, run MEMTEST86
www.memtest86.com
(Windows has a built-in diagnostic that reboots the computer. Just type in "memory" and you'll see it. I don't like it as much, but you can use it.)
Run for a full pass (about 30min for 8GB) or until errors.
This tests the system memory. The physical memory sticks that Windows and games load into. If it's corrupting data your system can crash.
Failure can mean:
a) bad memory
b) incorrect timings
c) voltage instability (PSU)
d) motherboard problem
e) CPU bad (not likely)
You can test each memory module one at a time (if you get failures otherwise no point). See the motherboard manual for the recommended slot (any that works). If one stick passes and one fails you've solved the problem. If they both fail individually it's probably not the memory.