Having the fan the wrong direction could cause an overheat I think, that's blowing up instead of down....or if your cpu fan is not plugged into the cpu fan header (system fan header by mistake) the board might get a false signal and shut down too
I agree with joe on the bottom of his post, if your mother board is quickly shutting down due to overheat.
Shine some light over your motherboard and see where your intel fan 3 pin wires are going.
If its going down to sys_fan, there goes problem number 1.
If not make sure the fan is centered correctly, any cpu fan wire that has twist a long way to fit or wrongly, you'll probably have it on backwards.
Its a small mistake even I make from time to time, but I can easily correct it by seating right.
JoeC you got your first rep coming man.