My computer craches when I give him some tasks

I have a new computer (3 months). Since the begining it has a problem when I use some more advanced programs. I would give him a task and the screen would become black. The fans and RGB lights are still on, but no response from computer (I tried keyboard shortcuts, restarting/shuting down via buttons on computer) - no reaction. Only way is to unplug it from the power, plug it in back and turn it on.

It sould not be overheating problem, temperature is fine, parts of the computer were not cheap.