Stupid Pc Problem

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I have a problem with my pc !
First, i couldn't use any dvd's or cd's because the pc would shut down and i wasn't able to turn it back on for 5 mins or so. I replaced the power supply and the problem is gone, but now i have another problem, an even bigger one!
When i play games, from Dungeon Siege and Warcraft 3 to World Of Warcraft, the pc shuts down without warning, sometimes in 5 minutes, sometimes in 10, sometimes in 30 and i can't turn it back on unless i pull the plug and wait 30 seconds, or if i wait for about 10-20 mins with the plug in the pc.
I took it to a service, and those guys tested it with 3dmark, they had no problems...
Also, i made them play a game for about half and hour, and still no problem.
I thought it was a cooling problem so i made them replace the CPU paste, i bought another fan, and now the cpu keeps 33-50 degrees hard drive to 40, main board has a maximum temperature of 40(rarely), and the AUX, which i presume is the power supply, but i'm not sure, keeps a temp of about 40. All of these according to Everest and CPUCool programs.
So i went back home, played dungeon siege for 10 mins and BOOM, Shutdown.
I went down to a friend's house and i was able to play Warcraft 3 and Dungeon siege for about an hour and a half, and no problem.
Now i thought that the plugs in my room have a problem, but i tried plugging the pc alone to a plug in another room..
So i think the plugs in the entire house have a problem, but there's nothing wrong with any other hardware but the PC, and also, this shutdown problem occurs only when i'm playing games...
Can anyone enlighten me ? And please keep everything that i said in mind, including the fact that it worked at a friend's house.

Maxtor 6L160P0 (160 GB, 7200 RPM, Ultra-ATA/133)
Intel Pentium 4 630, 3000 MHz (15 x 200)
ATI Radeon 9550
I have a Biostar Mobo the model is smth like this : P4M800CE-8237
1024 Mb of Ram
 
The fact it worked elsewhere suggests an environmental problem, such as power spikes on the line from dishwashers, washing machines, air conditioning, your option maybe is to buy a UPS and see if that helps.

Regards
 
That's out of the question, isn't there anything else i can do ?
How come it was working fine a month ago? before i changed my power supply ?
And i also want to say that i'm not 100% percent sure it will WORK elsewhere, because this morning, i played wow for half an hour, even more..
And another thing, if it's an electric curent problem why do these shut downs only occur during gaming ?

I noticed there are 3 pins missing from the monitor power cord, could that be a problem ?
 
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