Well, you have to take the sticker off the top of the chip. As long as the thermal paste was left on, there shouldn't have been any heat problem directly with the CPU.

As for the PSU, I don't think that 450W would have been overpowered just by adding a wireless NIC to the machine you spec'd. Unless you have like 5 HDDs and 2 CDROMs and all of them were running intensive stuff while playing Doom 3, I don't think that was your problem

My first thought would be to check for a fault in the watercooling system. I'd be too scared to put one of those in my system. Also, since you have watercooling instead of a fan: when your mobo was returned to you, it was probably set with the factory defaults in the BIOS. It's just a guess, but perhaps the mobo checks to make sure the fan on a normal CPU HSF is plugged into it. On mine, if the mobo doesn't see the CPU fan plugged in, it shuts down after 2 seconds or less. It's really paranoid about it. Since you don't have a fan (do you?), maybe there's a setting like that that needs to be disabled? I don't know, it's a shot in the dark.