Hello,
seeing how its you've never posted again i figure you fixed the problem. I own an ASUS P5QC and an Intel E8400 good choice by the way.
I would think that either your CPU is overheating like another poster has said. The Intel Heat sinks are a pain in the ass and even harder if you bent one of the connectors they must be very strait and you have to make sure that the connectors are in a retracted position before forcing them into the holes. If this is the case you will/may need to reapply thermal paste.
The other thing thing is that the ASUS P5Q series has picky taste when it comes to RAM you should research how to create a memtest disk at
www.memtest.org. If your memory is a problem, try manually inputting the CAS latency and voltage into the bios, Examples. 4-4-4-10 2t @2.2vor 5-5-5-12 2T @ 1.8v if these numbers are not correct for your memory you will have intermittent failures, you can also try updating the BIOS from the ASUS website along with a guide in your mobo manual on how to do this. TIP the proper CAS settings are usually printed on a sticker or you can use newegg to find these numbers.
Lastly a poor performing PSU can wreak havoc on your mind, its a VERY important piece, and its usually the first thing ignored on everyone's first custom build. Regardless of the wattage a crap generic PSU will lead to a headache sooner or later. On my first (6 years ago) build i bought some Chinese 20 dollar PSU and I could not get my PC to boot. After two weeks of research I returned it for a Antec (which fried) then Enermax (great PSUs)!!!!
On this last build, I found my board and CPU freeze consistently when INTEL C-STATE is enabled. (off by default) If you can try and problem solve using different BIOS settings and peak at your temps/voltages from within your bios. The E8400 is a low wattage CPU and it runs VERY cool. If you peak at the temp in BIOS and its higher then 45C in a cool room there might be a Fan/heat sink issue. One last tip the P5Q series has a backup bios, if your make bad settings and cant POST unplug it from the wall wait 30 seconds plug it back in, or look in the manual for clear CMOS jumper. This jumper clears settings from BIOS so feel free to experiment.
Good luck and im sorry most no one wanted to even try to help.