Rise of Nations is great, even though it has many years behind it. Still, a great game and you should give it a try (it's similar to AoE in gathering resources, and it has all eras, from ancient to modern world). I don't wanna comment about Company of Heroes. It's a must play for every RTS (PC) gamer.
Hmm, I'm not sure about this, but I had a similar problem when I bought my new PC back in the day.. In the end it was a faulty RAM. You should try memtest, to check the RAM for errors.
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