Alienware Aurora R5 Randomly Shutting Down and Restarting

Hello everybody! I recently purchased an Alienware Aurora R5 from dell about a month ago. I just received the PC in the mail about 4 days ago so it is completely brand new. The first day I was using it, the computer randomly shutdown and restarted itself and I didn't think much of it at first just that it was possibly an update finishing or something like that.

Fast-forward a few days to now, I tried to install my Star Wars: The Old Republic game and when I went into the game and changed the settings to my PC's correct resolution and overall settings, the PC will randomly shut off and restart once again. I tried a few times and the same result occurs every time. My PC is more than able to handle that game and yet it does it no matter the settings.

Then I tried to run the Diagnostics Tool on this site and when I did, it got about 2-3 minutes in and then once again, the PC randomly shutdown and restarted itself. 

I am at a complete loss right now. I have absolutely no idea what is wrong with this PC and it has me worried since I just shelled out a decent amount of money to get it and it's not even a week old yet. The only things that have been downloaded to the computer is my Anti-virus software and a few driver updates. Any help or suggestions would be greatly appreciated because I am at a complete loss right now on what may be causing this issue. I'm starting to feel something is wrong on the inside and was defective before it even got to me, but I really hope not. Thanks for any replies!

Here are some of my PC specs:

Intel(R) Core (TM) i5-6400 CPU @ 2.70GHz

8.00 GB of installed memory (RAM)

Nvidia Geforce 960 with 2GB GDDR5

850W PSU Air Cooled Chassis