Motherboard shuts down as Windows loads up

I finished building a PC today, my second computer but the first one I built myself. The only thing I haven't put in is the GPU because I was told I needed to install the drivers separately then put it in. So I installed the OS, started to download driver updates for the motherboard and after one of the restarts it was loading Windows, then the screen went off, the light on the motherboard went off but the fans were still on somehow, every time I turn it on now it does the same, I can stay on the bios screen for as long as I want but as soon as it starts loading Windows it drops. How can I fix this? Thanks

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Clarification Request
Not much about the PC.

Unplug the HDD and run some Live OS from USB or DVD. Does it stay up?

And how about some detail.

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What's Live OS?

Sorry I'm new to this, don't know what Live OS is.
Motherboard: Asus Z97-A
GPU: Nvidia GeForce GTX 980
CPU: Intel i7 4790k
PSU: EVGA 550w
SSD: Samsung 850 Evo 250gb
HDD: WD Blue 1tb
Case: Thermaltake Commander MS-I

Need any more details?

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Too many now.
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Clarification Request
Did you put thermal paste on the CPU?

Sounds like heat problem

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