Your PSU is fine.
You need to do some stress testing to see if your CPU and GPU are stable.
With all background processes and programs turned off, download and run this
to test your CPU. Monitor your max temps and report what the load temps are while running.
Next up, download MSI Afterburner which comes bundled with MSI Kombustor. Use Kombustor to load your GPU and monitor the load temps. If your PC doesn't shut down while this is going on, then whatever game you are running (or background task) is causing the shutdown.
If the PC shuts down while running either of these, you then can be assured it's a hardware problem.
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