Computer keeps shutting off

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I'm sure you all get these a lot, but this keeps happening and I'm pretty much out of patience and options here. My computer will shut off during certain CPU intensive processes. For example today I was trying to record an audio file on my computer and after 5 min it shut off, and it wouldn't even turn right back on, i had to unplug the PSU, and plug it back in before it would turn on again. I tried to record the file again and it shut off again....other times it will shut off when i play a simulation game, or try to encode videos for DVD. Here are my system specs

AMD Athlon 64 3200
Gigabyte K8NS mobo
2 X 512 mushkin DDR 400 memory
ATI Radeon X700 AGP video card
SB live sound card
WD SATA 160 gb hd
Thermaltake 450 W PSU

I tried running memtest and it would shut off then I swapped out the memory and it still shut off, so then I figured it wasn't the memory it must be the temp. So I figured out that the CPU was running pretty hot so i bought a good copper heatsink and arctic silver and that seemed to solve the problem. Fast forward about 6 months to today and the computer start shutting down again. I don't know where to go from here, at this point I just want to scrap the whole thing and start with a new pre-built system, also if i decided to take this to a computer repair store do you think they would be able to fix it, and how much would they charge, any ideas?
 
Best trying to fix it yourself, repair place will probaly charge alot.
1.Have you checked all the fans are working.
2.Download Speedfan (search it in google) and check the temps
3.Try a different PSU yours might be faulty
 
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