First of all, Welcome to the forums
Did the power supply come with the case? Unreal Tourment 3 and Warhammer online sound like they need more system resources than l4d and starcraft. I'm not 100% sure, but it sounds like you need a better power supply. What is happening is that your parts need to run harder for the games to run, but they need the energy from the power supply and the power supply cannot support to give the hardware the energy it needs so it crashes to prevent damage.
When you crash do you get the blue screen of death?