shutdown - What could possibly cause my computer to power down at random times?

I have recently bought a new Power Supply and a new graphics card. My PC ran smoothly for a few months now but since a couple of days I'm having a strange problem. I am trying to isolate the problem to a specific piece of hardware (because if it's either the Power Supply or the Graphics card they are still under warranty).

The problem started when I was playing a game (diablo 3). My PC suddenly powered down. I was unable to turn it on again by pressing the power button. I unplugged the power cable for a few seconds and plugged it back in. This time the pc powered on but the indication light turned orange instead of white as it normally does. The fans were not spinning and I did not see anything on my screen.

After trying a couple of times I gave up. Two days later I tried again and this time the PC did boot up as usual. Everything looked okay until I tested if the problem was resolved by starting Diablo again. After about two minutes it powered down again as it did the first time.

If I don't run any games my PC does power down after about 3-5 hours.

Another fact that might be relevant:
One time the PC did not shut down immediatly, instead first my graphics "powered down" but the music I was playing kept on playing. After about 20 seconds the pc powered down completely as usual.

What I also noticed is that when I boot instantly after a power down, the chance of another power down occuring is much higher.

Does anyone have an idea what could be causing this kind of behaviour or has a certain tool to diagnose the specific hardware parts?

Thanks

Specs:
Memory: 6GB
Processor: Intel i5
OS: Windows 7 64 bit
The PC is a Dell Studio XPS 8100 with a replaced PSU and Graphics card:
PSU: Corsair CX500 (500 watt)
Graphics card: AMD Radeon 6850

EDIT:

Something "new" happened this morning. The power light blinked orange and my fan was spinning in intervals of like 1 second.

Answer

It turned out to that one of the connectors of the PSU was broken. The connector got replaced and everything is working great again.