Computer shuts down at windows load screen

My computer keeps shutting down completely at windows load screen. I would constantly turn it on and sometimes 1 out of 10 times it would actually load up to desktop. And when I restart my computer or shut it down for whatever reason, same thing happens, Goes to Windows loading screen and shuts down. I've checked several threads etc.. All say its either this or that's the issue but I tried almost everything possible.
I've tried:
1. Bought thermal paste, but not a heating issue
2. Bought a new Hard drive, but same thing happens with that hard drive
3. Bought new ram, Tried booting comp with the new ram only same issue.
4. Bought new graphics card..
Im pretty sure its not the Power supply because when the computer actually hits the desktop i can leave it on for days. Or when its not able to boot to desktop I can stay on the bios screen for days.

My Specs:
Amd x2 64 5000+
3GB Ram
Geforce 8400GS
Windows 7 Ultimate

Someone please help me find a solution!