cant be the HDD, because Memtest86 runs without it. you dont even need a HDD installed to Run memtest... and since it froze for you when that was running its in no way the HDD.
thats a little disapointing that it still locks up randomely with Prime95. but at least you know its only possibly 1 of 3 things... either the CPU, Mobo, or PSU.
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i cant say i know what temp a northbridge is sapost to run at, but it definatly could be suspect.... just lay the comp down on its side, and temporarily just loosly place a normal fan right next to the Northbridge heatsink if possible. you could lay just a normal 80mm case fan on it or whatnot.... and then re-run Prime95 or anything and see if it locks up.