Has it behaved like this since you first built it, or is this a recent development?
Have you overclocked the system?
Have you run Memtest on all the RAM modules?
Have you ensured that all the components are correctly seated? I'm assuming you applied paste when mounting the heatsink on the CPU!
Have you tried attaching a different monitor, as rgbrock1 suggested? I suggest that you change the VGA cable at the same time.
Can you obtain a different graphics card?
Have you checked the system event logs?
Have you got temperature monitoring software (e.g. SIW - no longer free, sadly) to see what temps your GPU, CPU HDDs are reaching?
SD