Computer restarts/reboots during gaming

So, I got some computer parts over the holidays and sucessfully built my first computer. Problem is that the computer will restart/reboot during graphics intense games.

I have found a correlation between the intensity of the graphics and how quickly it restarts. The higher the graphics intensity, the sooner it restarts. For example, Skyrim on high settings will last until it actually starts rendering anything, but on low settings will last about 10 mins.

I have downladed speedfan and nothing appears to be overheating while gaming, and everything appears to be at a normal tempature.

Next I tested the ram with memtest. After one night and 9 passes There were no errors so I think I can rule that out.

Lastly I downloaded OCCT to stress test my GPU. The very moment I hit the "GO" button my computer restarted.

So I assume its something to do with the GPU. Perhaps its faulty because it sure isn't overheating. I think I can still get it returned for a new one so I would like an expert oppinion on weather or not to get it replaced.

Finally, here are my system specs:

Motherboard: GIGABYTE GA-970A-D3 AM3+ AMD 970 SATA 6Gb/s USB 3.0 ATX AMD Motherboard

CPU: AMD FX-6100 Zambezi 3.3GHz Socket AM3+ 95W Six-Core Desktop Processor FD6100WMGUSBX

RAM: G.SKILL Ripjaws Series 4GB (2 x 2GB)

Graphics card: GIGABYTE GV-N560OC-1GI GeForce GTX 560 Ti (Fermi)

Edit: Also, I have the latest drivers.
 
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