I notice that the solution from myself was posted as a comment. This may prevent some from locating it. I reposted as a solution under a different name. Hopefully it would help those have the similar problem.
In addition to the following solution, you may also set the CPU core voltage to your CPU specification. My Q9400 VCore specification is 0.85~1.3625V. The BIOS auto setting sets it at 1.1625V. I just manually set it to 1.3625. CPUZ shows that C1E and stepping will lower it as necessary. It should provide the CPU more juice when it needs it, while keeps it cool when it is idle.
Ok, this is myself (Recnelis). I may find the solution for this problem. The trick is to use the beta BIOS 18 and increase the "CPU VTT Voltage" in the BIOS "SoftMenu Setup".
The beta BIOS 18 could be found here:http://forums.hexus.net/abit-care-hexus/149415-bios-updates-intel-e0-stepping.html
To make the long story short, BIOS 16 is relatively stable for Q9400 but could not recognize the CPU correctly. BIOS 18 (beta) can recognize the CPU correctly but is very unstable - random application crashes, blue screen, freeze, etc.
Here is some "history" about the issue. Fatal1ty FP-in9 SLI uses nVidia 650i SLI. If you google "nVidia 650i 45nm quad core", you will find a lot of people has the similar issue. Many websites suggest that it is because of the difference between the release version of the Intel
45nm quad core and the one sent to nVidia for testing (due to that nVidia turned off Intel's request for acquiring its SLI technology according to some rumors). Some forums suggest voltage is among those differences.
In the BIOS, you may notice that the voltage settings in the "SoftMenu Setup" are different from the actual voltages in the "PC Health Status". In my case, the actual voltages are similar but lower than the settings. One exception is the "CPU VTT Voltage". The BIOS automatically set it at 1.2V, while the actual voltage in the "PC Health Status" shows it is only a little above 1.0V. That is more than 16% drop. 1.0V is too low to keep the system stable. Guys in o/c world usualy increase the "CPU VTT Voltage" up to 1.5V to keep the system stable. Since I'm not o/c'ing my system, I do not go that far. For my particular case, when I set it to 1.31V in the "SoftMenu Setup", the actual voltage in the "PC Health Status" is 1.2V, which is what the auto setting trys to do. For your system, you may want to increase the setting one notch at a time to safely increase the actual voltage reading.
Before this tweak, my system cannot even run more than 30 minutes under BIOS 18. After this small tweak (under BIOS 18), my system becomes a whole lot more stable (no crash so far after a few days of using). It passed RealTemp torture test (using Prim95) many many times without a single hiccup. I tried to post this at least one week after the system runs in stable status; but I think some of you may still be searching for the solution.
More good news for those who want to keep the Fatal1ty IN-FP9 SLI/Q9400 for a while: I even installed Windows 7 RC (build 7100) with the new nVidia Windows 7 mobo driver and graphic driver. Everything is running smoothly so far.
Good luck to your tweaking.