if you want to know what is getting overly hot (anywhere not just CPU) you can try something like this http://www.maplin.co.uk/p/infrared-therm...ting-n85fr
or try putting your finger on the chips if you cannot get your hands on one
simplest to fit a known working PSU and test it
is it only during games this happens ? indicating graphics or ram
also test your PSU in another machine if you can, it maybe shutting down to protect from overload in that PC ie mobo , ram or other fault
disconnect anything non essential to eliminate other possibilities