I've tried running in bios while disconnecting all drives and it seems to have solved the problem.
At first I forgot the floppy drive and the problem remained. When I disconnected the floppy it didn't turn off.
Turned on the computer with the floppy drive disconnected and it worked. But then I connected the floppy to see if it really was the problem and the computer booted fine this time.
So i quess for some reason the porblem was solved by disconnecting all the drives.
thanks for the help. I hope i won't be back in this topic again
Edit: I was mistaken. The problem has not been fixed. The computer turned off by itself again. It also tuned off when all drives were disconnected.
@ SirCyber: I don't have a psu tester... As for the mobo and cpu, i hope you're not right but it seems that something IS broken. Just need to find out what.