Ok, this problem has been frustrating me for a while now.

Problem:
My machine cuts off while doing anything more intensive (gaming), and even sometimes when I am just browsing the web or listening to music. There is no blue screen, no error...nothing...it just cuts off. Strangely the numlock light on my keyboard stays on...and it normally does not when I power the machine down. And recently when I try to power the machine back up after it cuts out, sometimes I get nothing displaying on my monitor and seemingly nothing in the keyboard and mouse.

Attempted diagnostic steps:
Thinking I had EITHER an overheating or a RAM issue, I set forth to PINPOINT it. I have 2x 512M sticks of DDR400...so I removed one, booted, and tried it out...it cut off. I then swapped the sticks and booted again...cut out once more. I also tried any number of combinations of RAM sticks in the VARIOUS slots, just to be sure...still no luck. So, I figured it is more than likely the processor overheating...much more likely than both sticks of RAM having the same issue. But replacing the stock AMD heatsink with a Thermaltake Golden Orb II did not solve the problem.
Soooo, I am a bit stymied. It would appear that the problem is not in the areas I originally thought...at least that's what it SEEMS. So I wanted to see if others had ideas on what to try next.
Could this be a Mobo issue?
How about a Power Supply problem?
Obviously, I am out of ideas on how to diagnose this problem.

Specs:
AMD Athlon 64 3200 (with a new thermaltake golden orb II heatsink on it)
DFI Lanparty UT nf3 259Gb Mobo
1GB (2 512 sticks) of Mushkin DDR400 RAM
GeForce 6800 graphics card
Raid 0 HDD, etc...

Thanks a ton for any ideas.Well, then i would look at either the power supply, graphics card, or your motherboard, most likely your graphics card since your machine at least boots up.

Try your graphics card in another system, if you can. If it cuts out again, then it's your graphics card. If it runs fine, then it's down to your power supply or motherboard. Try another power supply in your system (with the graphics card in it), and if it still cuts out, then it's your motherboard most likely. Just as a another test before you pin the problem on your motherboard, reinstall windows again and if it cuts out once again, it's your motherboard.

If i'm missing any other sources of the problem feel free to ADD suspect PSU.I feel your pain fansy, my desktop back home has the same problem. But I ran memtest and it showed one of my modules as bad. I'm still going to check my PSU and possibly swap my video card. Let me know how yours turns out and if you tried anything other than what's already been mentioned so I can keep trying stuff on mine in case all this doesn't work. Thanks for the input. I will try those things tonight...and we'll see...