I bought my computer online piece wise through tigerdirect and assembled it myself. I got it setup with help from my roommate and it was working fine for basically 7 hours straight. I started playing a game that requires a lot of processing (which is one main reason for getting the computer) power and then shortly afterwards, the computer just turned off. After this, I was unable to turn it back on again without unplugging and "replugging" the power supply and powering up. But each time I've tried to start up after that, the computer shuts down after 2 minutes max. And I don't even have to be in Windows yet, it'll shut down on BIOS setup. What could be wrong and what do I do to find out? Can someone help?

Your 1st mistake was buying from TigerDirect

Either you have a cheap no-name PSU, or your CPU is overheating & shutting down to protect itself. When it comes to PSUs, you get what you pay for. Did you spend at least $50?

Make sure your cpu heatsink is installed correctly, and the cpu fan is spinning properly.

Check for a strong smell at the fan outlet on the back of the case when the computer is off - if it stinks of burnt wiring / burnt plastic, the PS is overheating and will eventually fail, if it hasn't already done so.
Try another power supply.

Thanks for the input, guys. I think I did smell some burnt plastic when it shut down last. Also the power supply came with the case, which was only $35 dollars. I'll get a new power supply and try it out. Thanks again.

p.s. Thanks for the warning about tigerdirect. Where should I go in the future if I want to upgrade or build another?

TigerDirect sells a lot of the same stuff others do for less, and there's nothing wrong with that - but they also sell some el-cheapo stuff - it's the latter you have to be wary of, no matter where you buy it.

Stay away from el-cheapo power supplies and cases with them in them.
Look for warranties of at least a year, preferably three, a decent web site, and a good reputation, if you can determine that - anti-short, overvoltage, under voltage protection - if you pay less than $40 or so, the PS is probably garbage that can't really live up to it's capacity rating.