Aurora R10, randomly shutdown

Hi guys, I found a problem with my Alienware R10 bought 2 months ago. Every time I am playing a videogame, there will no monitor signal output anymore. When I reboot it, it cannot boot with the power button blinking in white like blinking, blinking____blinking. I called technical support 3 times. They told me to do the CMOS jumper and every time it helps reboot. But this problem will still happen if I play video games. The desktop has passed the diagnostic and assistant hardware scan. I am so confused. Can anyone help me fix this problem?