New CPU Running Slow and Acting Up

I just built my first computer About a month ago and it seems like its running quite slow, and does wierd things sometimes. Especially when opening programs it takes a lot longer than it should be. And the Ctrl+Alt+Del screen doesn't work right for some reason, it used to but doesnt anymore... I'd make a screen shot of it but i dont know how to. Theres no Minimize/maximize bar at the top and no performance/programs running etc. tabs to switch between anymore. Also it takes a really long time for a disc to start running when inserted in the drive...
Any one have any suggestions?
And as far as I know I have the latest MoBo drivers installed
Here's my setup:
MSI K8N Platinum (Nforce Chipset)
AMD 64 2800+
Sapphire 9600 vid card
512k Giel Memory DDR400
80g sata hd (Samsung I believe)
Samsung cd/dvd rom reader

Any help at all would be great, this is starting to get frustrating...

ok, 1- i know how to fix that task manager thing where the top bar disappears, it happened to me once and i got pissed, i even called tech support on that one, turns out you have to double click in the area towards the top and the rest of the thing should reappear.
2- your system sounds quite good, so it shouldnt be acting slow like that. check your running processes for weird things that are taking up suspicious amounts of cpu power. Defrag your harddrive and clean out stuff you dont need, also run an HD diagnostic tool to see if it's still in good working condition.

Adware or spyware can cause a system to act slow.
A program such as Spybot Search & Destroy or Lavasoft Ad-Aware can detect and remove any adware/spyware on your system.

My hardrive is defragged and checked regularly and im only using like 5% of the space on it anyway so i sorta doubt it'll be the HD. And im on dial up conection and have a pretty good firewall (ZoneAlarm) installed and the only thing downloaded has been the windows home updates and mobo drivers, so i dont think it would be spyware or anything.
Im thinking it might be video drivers or something like that. But im not sure which ones to get from the sapphire (orATI?) website(it's a ATI Radeon 9600).

Also, another thing that just went wrong yesterday, i was playing Diablo 2 online yesterday and without warning it just shut off. Like some onepulled the plug on it, but i started it up and was working fine again...
Also i forgot to mention i seem to get that "blue screen of death" fairly often. But this one says STOP error or something like that and something about a memory dump and to restart the computer in safe mode. Any Ideas?
Other than that i have no idea what to do about this computer, its really not running too much faster than my old pentium celeron 600 Mhz Peice-of crap machiene....

I had a similar problem when I first built mine a month ago. It turns out that Windows didnt install correctly. If all else fails make a backup of the important files you have and reformat.

I'd say a bad/crappy psu and/or ram.

Well I guess i will reinstall windows, but id rather not if i dont have to, if anyone else has any suggestions.
My PSU is a Thermal Take PurePower 420watt so i dont think its the PSU. Also my temps have never gone above 40 degrees C so heat would be the ploblem.
And my ram is pretty expensive ram so unless it's defective that wouldnt be it either. But does anyone know how i would go about testing my ram to see if it is working or not? I'd like to try to install the latest vid drivers but i dont know which to get...

Test out your ram with Memtest86+, expensive doesn't mean it can't be defective. Hell if that were true we wouldn't need mechanics for cars.