I really hope that the problem I'm about to share is bound with the PSU, but I'd like to read your opinions. Basically, my PC turned off suddenly, while it was running a game - I checked the LEDs on the motherboard and the "CPU_LED" was red, then I tried to reboot it, but the same led was still on. I started to think on the possible solutions so I left the PC there for almost 5 hours with the power supply disconnected.
When I came back to try, the led was not red anymore but, after like 45 seconds, the machine turned off again with the same red led on the "CPU_LED". Since I couldn't use my PC I took the opportunity to refresh the thermal paste on the CPU and clean the inside from the dust.
Now, I just tried to turn it on, and again, I could start the PC, and enter the BIOS, just to check temperatures and so on (My AMD Phenom II X6 1090T was running at 34 degree C, so nothing wrong here) but after like one minute, the PC went off with the same "CPU_LED" on.
Tomorrow I'll try to replace the PSU and see how it goes, but what're your thoughts ?