Having built four computers in the past six months, two of which had very similar issues, this really sounds like a RAM issue to me. Hopefully you bought good RAM from some place like Crucial, a lot of the generic brands just do not offer the guarantee that names like Crucial do. In both cases where the computers I built were crashing, a simple RMA of the RAM to Crucial solved the problem.
And as others have said, take a good careful look through every thing in your case and make sure all cables are attached tightly and to the correct places on the motherboard. Remove and inspect both the motherboard connector and the gold connections on the video card. Make sure your RAM is properly seated, some times it might feel like a stick of RAM has snapped into place but it might be at a slightly off angle or perhaps not pushed fully into the slot.
Good luck, building your own computer can be a bitch, but it can be a very rewarding experience too. Any questions you do not get answered here, maybe try over at the Tested.com boards. If you are completely stuck, feel free to shoot me a PM, I will try to help you with what I can or at least get you pointed in the right direction.
@EpidehlEDIT: *READ ME* - You have no fans plugged in right now? If that is the case, shut the PC off and get all fans plugged into appropriate power connectors and running. You want flow running through the case, so make sure fans are blowing in one direction. If you are running with out any fans at all you may just be running into an overheating issue. This could damage your CPU and other components!