Power LED Turns Off and pc Hangs

Hi,
During the last few weeks i've been having some problems with my system.
1. While playing games at a certain time (not always the same time) my power led turns off but my system does not turn off. Instead it just runs very slow and any audio, software and the mouse pointer is constantly lagging until i restart it.
2. After problem 1 while restarting it takes a lot of time to shutdown and hangs at the Windows is Shutting Down screen, so then i'll have to press the reset button.
3. The system also rarely instantly turns of without going trough shutdown and even more rarely it resets while scanning the RAM at the BIOS.
Thanks in advance for all your help!
Specs:
MainBoard: 865PE/G Neo 2
CPU: Intel Pentium 4 Prescott 3Ghz
Memory: 512MB DDR (x2)
PSU: 650W
Graphics Card: GeForce FX 5200 128MB
Sound Card: 5.1 Channels Onboard
Ethernet: 1GB Onboard
Hard Drives: IDE 80GB and SATA 160GB
Optical Drives: DVD and CD writer
Other: 3.5 inch Floppy and SD card reader.

Yeah well my PSU is ok cause i just baught a new one and i hope i dont have a short.
Do you think that maybe the graphic card isnt compatable or something cause these things started happening when i changed my graphic card and this only happens while i'm playing games cause not even if i have loads of software running it still wont do it.
And does anyone know of software which i can use to check my RAM?
Thanks.

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