When I insert a cd in my cd-rom my PC switches off

Ok. My first option would be to change the power supply. That might be causing your problems. I have had one strange case where the pc would reboot when pressing the eject button, and it turned out to be the RAM... weird, but replacing the RAM solved it.

Try it with a bigger power supply, also perhaps with another CD-rom. If that doesn't work, try another CD, another HDD. If none of these things work, ask me again, and we'll take it from there! :)

(Make sure your boot priority is right, so that CD-Rom is above HDD, you can change this in the CMOS settings)