have u got your RAM checked as well? though CPU's arent they delicately manufactured that to consider them a reason for fault for first time. if you are in doubt of both,then consider Motherboard first. also, which CPU are you using? if its AMD (non 64-bit), then possibility could be thermal death. else all others not applicable
Intel Core2Quad 2.66Ghz 12MB L2-Cache
4096MB DDR Kingston Hyper-X
XFX 9600GT AlphaDog
Seagate 2 X 320GB SATA2
LG L246WH Flatron 24"