System Freeze

I just installed a P4MBMS motherboard with an Intel Celeron D351 3.2GHz processor, Intel 775 cpu heatsink and fan, and V-Data 512MB PC3200 400MHz DDR memory into a new system. It is in an ATX midtower case with 300 watt power supply with a Lite-on CDRW and a 20GB Maxtor hard drive (from an old system). When I started the system, it started right up with good performance. I then hit delete to enter the BIOS. It entered the BIOS properly but then the system froze before I could even start to setup the new BIOS. I tried to restart the system and it would not restart. I shut it off and waited about 15 minutes. I then restarted the system and it did the same thing only it didn't get as far into the BIOS screen before locking up. I'm thinking that the processor might be overheating (in spite of the Intel heatsink and fan) but would like confirmation before spending more money for an additional case fan and thermal compound. Please help.