Here's the lowdown,

I recently got parts for my new PC and It's been hell for the last week.

It can run windows ok and all but when it comes to Downloading Service Pack 2, Installing games/programs, running games and benchmarks, the PC just shuts down and restarts.

I stripped it down to its bare bones and from my obersvation it must be something with the Motherboard or Video card. Here's what's running in my PC at the moment:

Motherboard: ASUS P5ND2-SLI Deluxe
Video Card: MSI NX6800 GT 256 DDR3
RAM: 1 gig DDR2
Processor: Pentium 4 3ghz 800FSB 2mb cache

I have nothing left to turn to. Please someone help me.

Possible causes:

-Everything not securely connected, and not fully seated on the motherboard.

-Overheating
If the system temp gets over 45 deg. C, then make sure the computer's fans are running, the vents are open, and the computer is not located in an enclosed space or near a heat source.
If those are ok, then remove the computer's cover, and run an external fan. If this fixes things, then install additional case fans. Recommended locations are lower front and upper rear of the case.
If the CPU gets over 60 deg. C, then make sure there is thermal compound between the CPU die and the heat sink, and the heatsink is securely clamped and correctly installed with no air gaps between it and the CPU.
If that's ok, then replace the compound with Arctic Silver3.
If no luck, then install a higher capacity heat sink fan.
If still no luck, then replace the heatsink with a more efficient unit.

-Overtaxed or bad power supply
Swap it out with a different(preferably higher wattage) unit.
Also, always use a reliable brand, like Antec or Enermax. Off name cheap brands(even high powered units) can have one voltage leg that's insufficient to handle the load.

-Bad memory
Run Memtest86 and if problems are reported then remove and reinsert the memory a few times, if using multiple modules then install just one module at a time and try it in different slots, do not use any optimal settings for the memory in BIOS, and swap it out with known good memory.
Also, do not mix parity and non-parity memory.

-Bad video card.
Make sure it's fully seated, it's fan is running, and its heatsink is securely mounted.
If those are ok, then swap it out with a known good card.

-Bad MB.
Check for bulging, leaking, or ruptured capacitors.
If they look ok, then swap it out with a known good MB.

-IRQ conflict with a network card.
If no problems show up for the NIC in Device Manager, then remove it from DM, shut down, uninstall the card, and restart.

-Viruses and spyware.