Can't Start Dell GX270 after 2 Days of Shut-Downs

Can't Start Dell GX270 after 2 Days of Shut-Downs

 I have a Dell Optiplex GX270 with Dell installed software, Windows XP Professional Service Pack 3 Build 2600 (not the 64 bit) with all the updates, and I installed a lot of updates the last few days. It also rained a lot the last few days. I have the computer plugged into a surge protector.

Two nights ago 11/17 I fell asleep with the computer on, (I don't remember if it was updating while I slept) and the next day when I tried to use the computer I realized that it had turned off. (And it is not set to turn off automatically.) The screen didn't turn off,just the hard drive.

When I turned on the hard drive, I saw the Dell logo, and at the top of the screen the choices were

F2 = Set Up
F12 = Boot Menu.

Then after a second or two that screen goes away and another screen comes on which is black except for a message in white which says:

Alert! Previous shutdown due to thermal event.
Strike the F1 key to continue, F2 to run Set Up utility.

When I hit F1 key, the following appears on the screen:

We apologize for the inconvenience but Windows did not start successfully. A recent hardware or software change might have caused this.
If your computer stopped responding, restarted unexpectedly or was automatically shut down to protect your files and folders choose
Last Known Good Configuration to revert to the most recent settings that worked:

If a previous startup attempt was interrupted due to a power failure or because the power or reset button was pressed, or if you aren't sure what caused the problem, choose Start Windows Normally.

Safe Mode
Safe Mode with Networking
Safe Mode with Command Prompt
Last Known Good Configuration (your most recent settings that worked)
Start Windows Normally

Use the up and down arrow keys to move the highlight to your choice.
Seconds until Windows starts....

I chose Last known Good Configuration, but when the Windows icon flashes on the screen, the hard drive shut down.
None of the other choices work at all.
I have done this at least 10 times.
A few times I have gotten Windows to start and I can log in, but after several minutes, whether 5 or 15, the hard drive shuts down, whether I am in a Word document or on the internet or in an email.
I did a system restore to before this past weekend (before the rain which also got rid of a lot of the recent updates) and that didn't stop the hard drive shutting down on me

Someone suggested that the CPU might be getting hot from dust build-up, so I opened the CPU which I had never done in 9 years.

It was full of dust and I cleaned it very well with canned air.
I unscrewed the fan and cleaned that as well.

I noted that there were approximately 9 cylindrical things that were black on the outside and silver on the top with hatchmarks on them to the rear of the fan (there were others in the CPU elsewhere) that had some crud on top. This crud looked like the crud that batteries get when you leave thenm in a device too long, but the crud on touching was softer and not metallic. I removed the crud gently and blew it away with the compressed air. None of these cylindrical things anywhere were bulging.

After all that work, I re-connected the CPU, and it is still the same thing.

Except now I cannot get it to start at all.

After I press the choice of "Return to last good configuration", I see the Windows logo for a nanosecond and then the CPU turns off.

This has happened 4 times now after my cleaning it thoroughly.

What should I do now? Please explain very simply, I don't know much about computers.

Thank you in advance.