Just try Process of elimination first, That can tell you the problem about 75% maybe More of the time.
So try different memory stick and processor, MAKE sure all fans and the heat sink is on properly.
Intel Pentium 4 2.00Ghz FSB 400Mhz
MSI MS-6533 Motherboard
1 - Seagate 20Gb 1 - 40 gig Maxtor AND 1 Western Digital - 80 gig (Variety there eh)
Geforce 5200 128mb AGP
Liteon Dvd Burner