Need help, computer crashing.

[LittleSpoon]

I just got a new computer, my mate built it for me, and everytime I play a game or download more then one thing at once it shuts itself down. My music also skips occasionally when I type. I have all the updates for windows, and I've installed all the programs I need. I don't know if its hardware conflict, or something and I want to try and fix it myself before I take it into a shop. If anyone could help, it would be great.
This is the list of parts:
MB: GIGABYTE GA MA78GM-S2H Motherboard.
GPU: ASUS 512MB 9500gt Nvidia Geforce GF 9500GT PCI-E VGA Card
RAM: Kingston 2048MB 2GB Kit (1GB x2) DDR2 800 PC6400
HDD: Western Digital W.D. WD 500 GB SATA II CORE 5400+ CPU
PSU: 500w
Running on Vista Home Premium

 

[phantomofrussia]

the skipping music could be for the lack of ram. i would suggest getting more ram or increasing your page file. the second choice is the cheapest since it doesnt cost anything.

for the shutting down i would say that something is wrong with your power supply. either the power supply you have now is not powerful enough to handle your graphics card when it requires a lot power. or there is something wrong with the power supply or for some reason your power supply is damaged and can not handle higher loads.