Processor runs away! Computer Haunted! Failboat

Relax, get a drink, this will take a while.
Alienware ALX, Windows XP up to date, ASUS A8N32 SLI Deluxe Motherboard, 2 gigs ram, 1.25 TB of hard drives, 650 watt PSU, nVidia 7800 GTX 512 MB video card, Water cooling.
I started with an AMD FX-57 single core processor. At random times the processor would run at 50% according to the Task Manager. The Task Manager shows no Applications running and no Processes running. I shut off anti virus and adware programs. I used Task Manager to shut off everything I could, but the processor keeps going at 50%.
It started off running away only once a week and after a month was doing it 5 times a day. Sometimes it would start after boot or reboot and sometimes at a random times while running. I would notice when the computer slowed down.
While all this is going on the system becomes more and more unstable until any access to the C drive (large file transfer, anti virus scan) causes the computer to restart.
I keep anti virus and adware programs up to date and running automatic scans.
I upgrade to the AMD FX-60 dual core processor, same problem.
I try brand new RAM, same problem.
I try new motherboard of the same type, same problem.
Yep, out of warranty.
Yep, haunted.
Just to make things more interesting, I have never been able to run the Microsoft Memory Test on this computer. I put the disk in, (tried floppy and CD) restart, interface screen shows up on the monitor and nothing happens. I tried the same disks in 2 other computers (Dell) and it works fine. Memtest 86 runs but none of the keyboard controls work and when it gets to test #6 I get over 700 errors and Memtest just stops. I tried new RAM as mentioned above, one stick at a time in each of the 4 slots, same results.
Even more interesting, while it was still under warranty I sent it back to Alienware and they said they could run Memtest 86 with no errors using my disk I sent with it.
The only thing I havn't changed is the Power Source. Thats next.
If I could afford it, I would take it to a rifle range and plug it full of holes. Or maybe I should have it exorcised?