Computer likes to shut off by itself

[Aerith's Knight]

I doubt it's over heating as my room is fairly cold, and it's only in the first few seconds I turn it on.

I'll give the memory stick thing a try next time I turn it off. It seems once I get the thing in windows it's fine, but before then it's fair game to shut down whenever. So it's only during the booting process it shuts down (thus far).

That doesn't mean the processor can't overheat.

Try dislodging the cooling from the processor, and spray some canned air to clear any dust that might have come between it. That's how my old com overheated once.