First, my specs

Codegen 350W ATX PSU
ASUS A7N8X Deluxe
AMD Athlon XP 2500+ (200Mhzx2 FSB 12x Multiplier)
Kingston HyperX 333Mhz CL2 DDR (1GB)
ATI Radeon 9800 Pro 256MB
60/80GB Maxtor Diamond Max Series Disks (7200RPM)
2 6" UV Cathodes
5 3500RPM Blue LED 80mm Case fans
Memorex 52/24/52 CD-RW
Memorex 2.4/16/32 DVD-+RW Drive
Enermax 6 Fan speed controller

Normally I wouldn't overclock, the risk outweighs the benefit in most cases, but my 2500+ was begging to be pushed. I started out with the 400Mhz FSB, which ran very nicely and was the base setting, clocked at 2.2Ghz. After about 4 months, I decided to give the multiplier a push, up to 12x from 11x. This is when my inherit mistake occured. After booting and running 3dmark03, it was on the last VGA test and my system failed. Just turned off. I immediately thought cpu or mobo failiure. I was pissed so I just boxed up everything and sat pissed for a while, like 3 months later. Now I've got the system back out and in the case again. After inspecting the cpu I was stumped. There are small what look to be resistors that look blown. There is no burn mark on the cpu, but they are all uniform and only in certain spots. I was thinking that these resistors were not installed by default. Its hard to explain, I think I might take a picture and post it later. But it was assured by a friend that it wasn't blown, he said when cpu's usually fry that there is a mark on the die or a burn scar on it. My motherboard also did not look to be damaged. I replaced the cpu to test that and it still didn't work. A smell test als oconfirmed no burned components. That told me that my mobo is most likely fine. I was damn near certain myself that the PSU was at fault, but I wasn't sure if it was the only component taht failed. I used to have another Codegen 350W PSU, same make and all, and a KD7-E mobo and it did the same thing. It would turn on for like .2 seconds and turn back off again. The same is happening to me right now. If anyone has had problems like this please help me out.

Check the bios. Does this board have a fail-safe type system that will shut it down to prevent cpu damage? It could be heating past the point where the bios takes over and shuts down. Hence, your cpu won't be burned out, but there's the possibility that you're not getting enough cooling.

Just my $.02

More likely your PSU cannot handle the extra power needed when you overclock. Try it with someone else's PSU of at least 400/450 Watt.