Alienware Aurora R4 crashing during multiple games and browsing

Plus the Event Viewer in Microsoft shows these crashes when I open the program. They say the source of the critical event is "Kernel-Power". I've had 14 of these errors since I got my Aurora R4. When the system restrarts the Alienware Head (which lowers the CD/DVD tray) flashes Orange on and off till the desktop screen appears.

I was playing Splinter Cell 1 (an easy game to handle, VERY easy with GTX 580) last month, game froze and the system restarted itself. On Crysis 2 (twice) the screen just went blank and the system restarted. Lately i've just been browsing Firefox and the system becomes non-responsive and shuts down and restarts by itself, despite no commands from me.

Plus I was playing Skyrim today and when I left an area through a door the loading screen wouldn't come up, the fading game picture before the loading screen stays on my monitor and the game is unresponsive. Pressing ctrl+alt+del took it to the loading screen once and the game resumed. The same problem then occured twice afterwards, and pressing ctrl+alt+del (the previous solution) just left the game close down by itself, during the middle of me leaving an area. All this today.

What can I do? I've not installed any updates to my system from a CD, so this is the default Aurora R4. I ordered around the start of January, got it Febuary the 8th. This is no good, I want it to be fixed and work properly.