It happened to me as well a while ago and in my case it was a bad ram stick even though I got all kinds of errors with my bsods.
Took me a while to figure it out.
Try taking out a stick and just running with one, well depending on your configuration (2x4gb or 4x2gb?).
To check temps I highly recommend to go to cpuid.com and get their hardware monitor, at the same time you might as well get their cpu-z utility.
Run the hardware monitor and check your cpu temps as well as the gpu temps.
Another usefull tool to set a custom fan profile (besides other things) is MSI's afterburner to avoid overheating of the gpu.
All these utilities are free and 100% safe to use.
But like I wrote, my first guess would be, as others indicated, a bad ram stick.
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