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What you are describing could be caused by any number of things. It would help us help you if you give us more details about your system. Ie., make/model of the parts inside. In particular:
Motherboard:
CPU:
Video Card:
Power Supply:
In the meantime, be sure you have all the latest drivers for your system updated. Specifically:
1. Video Card drivers.
2. Motherboard chipset drivers.
3. Motherboard bios.
Those three updates fix a good percentage of most people's problems.