Yeah I also doubt it was the PSU or the CPU. Those PSU's work just fine and have decent volt/amperage with minor dips under load from my experience with them. Heck I got one powering a dual Opty system with 8 gigs of ram and a Quattro 3500 GPU right next to me. CPU I doubt thats the issue as well since it is a dual core and it shouldn't have any issues.
If anything I'd lean to GPU drivers, System drivers, or just the player itself and the codecs it has. I've had issues in the past where certain players will play videos better than others. It could also be a setting in the control panel.
I know I have no issues with my 2900XT and playing or doing other things while playing EVE at all, heck all the way back to my 9800XT I've never had issues.