Computer turns off randomly and sometimes fails to boot... which component is broken?

Hi guys, not sure if this is the right forum to post this, but any help would be greatly appreciated!

Recently, my computer began shutting off instantly when I was playing any particularly resource-intensive games (specifically Space Marine). Initially I had guessed it was overheating, so I cleaned out all of the components in my PC and restarted, but I was met with the same problem repeatedly.

I had then assumed that the fault was with the PSU, so without any to spare, I ordered a new one. Upon arrival I put it into the PC, but it whirred noisily and smelled like burning. Clearly broken, I sent it back.

A few days later I got a new one, put it in the PC and all was good, the PC got past the boot stage and I booted up Space Marine again, but once more, it broke down and shut off instantly after a few minutes of playing.

I was pretty sure the power supply wasn't likely to have broken three times in a row, so I tried it in another PC and it worked fine. After that, I tried disconnecting each component in turn, ruling out (I think) the DVD Drive, BluRay drive, both Hard Drives and the Sound Card. I tried taking out my graphics card and replacing it with an old one of mine, an 8800gt, and the PC booted up. I was pretty sure that was fixed, because I could play games for a while with no issue. Eventually, however, it crashed again.

Interestingly, whenever it does crash, I can't boot up for a short while, the fans whir for a second and then nothing happens.

I'm totally out of ideas, so any help would be greatly appreciated!
 
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