HELP! New computer is not working properly

[BeLikeMiKe716]

I have no clue what is wrong.
I just built a new computer:

CPU INTEL|C2Q Q6600 2.40G 775 8M R - Retail (Qty=1, Price=$277.99)
CASE COOLERMAS|CAC-T05-WW BK/SL RT - Retail (Qty=1, Price=$49.99)
MB ABIT IP35 Pro 775 - Retail (Qty=1, Price=$179.99)
VGA XFX PVT84JUDD3 8600GT 256MB R - Retail (Qty=1, Price=$129.99)
CPU FAN | ZALMAN CNPS 9500 LED - Retail (Qty=1, Price=$48.99)
PSU CORSAIR|CMPSU-620HX RT - Retail (Qty=1, Price=$169.99)
MEM 1Gx2|G.SK F2-6400CL5D-2GBNQ R - Retail (Qty=1, Price=$65.99)
HD 320G|ST 7K 16M SATA2 ST3320620AS - OEM (Qty=1, Price=$84.99)
DVD BURN LITE-ON|LH-20A1S SATA R - Retail (Qty=1, Price=$34.99)

First big problem:
Blue screen: driver_irql_not_less_or_equal
*** stop: 0x000000D1 (0x0000003C, 0x0000000A, 0x00000000, 0xBA520E95
ndis.sys_address BA510E95 base at BA50x000 datestamp 41107ec3

this happens after i play Command of Heros for like 30 minutes
it just goes to blue screen for 1 sec and then restarts and then the blue screen again


also when the computer starts.. the windowslogo fades in REAL slowly and then the blue scroll bar works...

help would be greatly appreciated