|Run Memtest from a bootable CD to test the memory for errors.|
Check all important BIOS settings like SATA settings, bootable drive, boot order, CPU and RAM settings, graphics/PCIe settings, etc.
Make sure CPU heat sink is securely mounted (without removing it) and make sure that the fan is spinning when you start the machine (if the heat sink moves or if you unlock it, you will have to remove it, clean off the thermal compound, and replace the compound with fresh compound -- ask for instructions for his CPU).
Disable automatic restart to be able to read error messages.
You have to be a little bit crazy to keep you from going insane.