What I cant understand is that the consoles use DX9, so why cant they just support DX9 on PC.

Hi Guys,I recently bought a newGPU 9800GT 1GB but it wasnt satisfaction.So i tired to overclock my CPU from 2.66 GHz to 3.35 Ghz.I've seen others do it to 3.55 GHz but mine doesnt even reach 2.90 GHz if i put it higher than that it restarts while playing.Why is that happening.My MOBO is meant for overclocking.Thats why i tried.If any solution Plz Help.

NOTE:Could it be because of my PSU?