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Computer turns off immediately after turning on

I just built a new computer. The first time I ran it for about an hour, then it shut off. I thought it was overheating, so I let it sit. It turns off immediately now (0.5 - 3 seconds after powering on), even after letting it sit for hours. I've tried re-applying Arctic Silver, but it didn't help at all. Weird thing: It sat for about a week without use; I tried the computer again today, and it ran for about 30 minutes before shutting off.

I removed everything. I put the motherboard on a static-free bag on my table with only the processor, heat sink/fan, and PSU. It still shuts off immediately.

Motherboard: XFX nForce 790i Ultra
Processor: Intel Core 2 Quad 9300
PSU: 1200w Coolmax

One last thing: In its current state (on my kitchen table), computer does not experience this problem if I leave the 8-pin cpu power connector unplugged.
2 Solutions
It can only be a couple of things. I had the same thing happen to me.

1. Bad RAM - try swapping memory
2. Bad Memory slot on Mobo - try different memory slot
3. Bad Mobo (short, flip mobo over and look at all the solder points, could be a bad spot (look for inconsistant solder, or dark spot - like a burn mark).
4. Bad Power supply or short (or under powered supply). Meaning if you are only using a 300watt PS and your draw is 300 it's not enough. You should only use 60 - 70% of rated Wattage. Try a 500 Watt PS if you are not using one already.
5. Heat sink Grease - make sure you have adequate grease between CPU and Heatsink.

Thats about all the reasons it could be.  My issue was a combination of heat sink grease and Power supply too small after adding a new video card.
I'd try another PSU first. Coolmax is not exactly a top line PSU vendor.

You've already addressed potential CPU thermal issues.

A faulty capacitor on motherboard is another possibility.
Bad cap(s) in power supply.

First failure was when it/they went.

[Forgotten exact numbers. These (??) are close enough.]
After that,,, Now that the cap(s) are blown,,
When a PSU starts up it has 50(??) milliseconds to get the caps charged up to 80(??) percent of the nominal voltages. If it's not up to voltage in time the "Power Good" signal doesn't get sent from the motherboard and the PSU shuts back down to prevent damaging something.

The sometimes works / sometimes doesn't is typical of caps that are ~almost~ done, but not quite.  So is heating up to a point and then crapping out.

There are other possibilities but your symptoms are a dead match for failing PSU caps. - And Coolmax is known to use cheap caps in many of their units.

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Here is a test of a lower watts model of the same series of PSU.
One of the caps blew completely off the PCB and got caught up in the fan.
Surprising because it's using all Teapo caps which usually work very well in PSUs.
Perhaps a design problem?

>>  In its current state (on my kitchen table), computer does not experience this problem if I leave the 8-pin cpu power connector unplugged.  <<    then check how the cpu is recognised; probably it is running much slower
it NEEDS the 8 pin aux 12 V supply to run at it's max !
**cpu check in device manager>general tab
Keale2Author Commented:
Thanks, guys. I had considered a bad power supply, and your answers were very reassuring.
PCBONEZ, thanks for the info on PSU capacitors; this makes the seemingly odd behavior make much more sense.
1) Does it make any sound.
2) Bring down your system to P2 and M2 state.
3) Check if the components such as Power supply / CPU Fan are still on. Does the Motherboard LED stays on?
4) Does the system turn/cuts off directly or the Power light turns Amber. Whats the state of Monitor LED.
5) Check if the antistatic mat is placed below the motherboard.
Reset the processor & heatsink.
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