Buddy of mine's computer is havin probs with unprompted shut downs and we are both baffled can you help?

my buddy has a computer a desktop which is shutting down or restarting unprompted he has gone through the troubles of switching out the PSU the mother board and the hard drive so this leaves what either the proc or the ram right ?? which would be more likely to go bad first ? he bought an inexpensive mobo a MSI and added the new power source alone with the new hard drive.same ram and new hard drive all on the mobo he bought and he says that he is still experiencing shut downs. he is using DDR2 ram i believe only 2GB my thought was the psu until he told me he switched it out oh crap i forgot he moved his old proc over to the new mobo too. so is there a way of knowing if its the ram or the proc for sure a test of sorts ? please help thanks all .