PSU on it's way out? Efficiency of a (cheap) power supply can drop dramatically over time, although a FX5200 shouldn't be much of a power drain.
The other guys gave you some specific troubleshooting tips, so I'll give you some global ones;
First, make sure all drivers and related software (like DirectX) are up to date. You might wanna include firmware updates for individual hardware and a BIOS update, but those are really for the more experienced user. (but I guess these were already mentioned, so; )
Second, take the thing apart, clean out any and all dust, and rebuild. May seem kinda drastic and intimidating, but it should eliminate things like a CPU overheating because there's dust blocking the airflow through the heatsink, a memory module that's come unseated due to shock / handling / transport, GFX card that's come unseated, etc.
Rebuilding the whole system is kinda drastic and can be a longshot in troubleshooting, so in this case I advice it as a last resort. Still, cleaning it out is a part of maintenance just like defragging and updating, so it's advisable every 3-6 months.
I fix PC's for friends and family, you wouldn't believe how often simply cleaning and rebuilding the thing fixes the issues.
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