Could be few things:
Weak PSU not strong enough to power all your components. Check your PSU's rail ratings.
Something may be overheating in your computer. Check your heatsink, make sure its mounted correctly. Make sure nothing is shorting your motherboard or any other component.
What brand/model PSU do you have? And what are your computer specs?
My current specs:
Biostar TPower x58
XFI GTX260 Black Edition
640 WD Caviar Black
Vista Home Premium x64