My gut feeling says weak/cheap power supply (easiest to diagnose), or dead motherboard. Most chipsets can handle spurious RAM errors these days without causing a system reboot, and if you just bought the CPU I doubt that's where the problem is. If your power supply isn't an Antec, I simply don't trust it. I didn't used to be that pessimistic until I was working for a company that bought 500 2P athlon workstations with "generic" 450W power supplies. Over the course of 1 month I replaced 473 of the power supplies with Antec Tru380 power supplies as the generics blew themselves sky-high. Haven't replaced an Antec since.
As for the motherboard, I haven't had any experience with "Asrock", so I don't know if it's a "cheap" motherboard or a quality one. I tend to stick with Abit and Asus for my motherboards...
In summary, try out a new power supply, just to see, and if it still gives you trouble I'd bet good money it's a bad motherboard.
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