First off, i would remove the side panel from the computer and try to run it like that. If that fixes your problem, then you should install some more case fans and try to organize your wires better( like using cable ties to bundle the wires so air flows through the computer easier).
If your computer is locking up during games, it could be related to your video card temperature. Thats why i recommended the above. It's also possible that you need to update your drivers. I know it sounds unlikley, but it's worth checking into.
If that doesn't help then it might be possible that the "cool+quiet" feature on your motherboard is not responding properly and your fan on your processor is simply not blowing enough air to cool the processor. You should be able to check if this feature is enabled/disabled in the BIOS.
Finally, If you bought a custom computer, it should come with some tech support from the Mfg. Try to get in touch with Monarch and see what they'll do for you.
- Hope this helps -