Well, newer, more advanced PSU's don't necessarily use the fans at all times. SOme only turn the fans on when the temperature reaches a certain point - like the Antec PSU's, the rear fan only turns on when the temperature reaches above 40C (at least in my case). I would say the problem is not the PSU - since it's only a few weeks old, exchange the PSU for another one.
Get a better Heatsink & Fan - if you're using stock, it may just not be enough cooling action once you start playing games.
Also, if your video card is getting too hot, that could be crashing your system too. Some new video cards only have heatsinks without fans. Add a fan kit.
Personally, i went to liquid cooling at home - i thought i would take a chance with it. Setup was easy and i'm keeping both CPU and Video card about 10C cooler on average.