Alienware x51 Keeps Crashing When Playing Games! (Less than a week of buying it)

So I got my Alienware x51 last week and i've already ran into lots of problems with it. Whenever I play games my computer always freezes. I know it isn't the game because if it was the game I would be able to ALT+TAB out of the program to shut it down. I would always have to force restart the Alienware and play the game all over again. This is really annoying because I bought a computer that was made for games and yet it won't live up to it's expectations. Please help me! 

I've already diagnosed my Alienware through the menu you use when you press F12 on the boot up of the machine. All the components passed as OK. I have also checked the Event Viewer and it told me the event was critical and the source of it was the Kernal Power. 

Specs - 

Intel Core i5 - 4440 @ 3.10 GHz

NVIDIA GTX 760 Ti OEM

8 GB RAM

2 TB HDD

Windows 8 OS

Running HDMI on a Samsung LED Monitor