Well, I got a new pc a few weeks ago, and have had this problem about one day every 1-2 weeks.
I'll be doing anything, playing a game, surfing the web, or even idling, and the fan gets very loud for about 5-10 seconds, and the computer shuts down.
I've checked with cpu monitors and the problem is not (From what I can tell) overheating.
This will happen on and off for one day, then it'll stop until another week or so.
I've checked the bios settings and nothing seems to be irregular.
Searched for viruses with avg and avast. Nothing.

Help is appreciated.

Please download Speedfan:
|MG| SpeedFan 4.33

Does this detect overheating anywhere?

That's the app I used to monitor it earlier, and no overheating was detected. I stayed at 27-30 degrees C on each cpu, and the hd stayed around 40.

What about the GPU (video card)? If it isn't integrated it could be the issue.

It is integrated, yes.

For the following, you will need thermal compound (such as Arctic Silver):

If you feel capable, would you mind removing your CPU from its slot, removing the thermal compound, and checking the CPU for cracks (use a magnifying glass, because sometimes cracks can be small)? If it is okay, please apply new thermal compound, reinsert the CPU, and reattach the heatsink. Does this solve the problem?