I should ask again, is it only a few select games that this is happening with? I know for a fact that UT2004 is
very fussy with regards to computer settings, because when I used to overclock in the past, I used to have similar things happen. My computer usually just BSOD'ed though.
Because you installed XP and still have the problem, I'm lead to believe it is indeed a hardware issue. First and foremost, did you upgrade to the latest available BIOS? One thing you might want to do is head into the BIOS and reset all settings, then save and go into Windows. See if the problem still persists.
You might also want to go manually change settings like Kougar said. There could very well be one small setting in there changed, that shouldn't have been. If you haven't been in there to mess around, then that might not be it either then.
As for the monitor, that in no way would have anything to do with it. It displays video only, and could care less what it's transmitting. If it happened all the time, even apart from games, then it
could be the monitor, but you are only having problems with games.
Are you able to download CPU-Z and show us screenshots of the main screen and also the memory tab? One idea also is to go into the BIOS and manually set voltages. Set the RAM to 2.0V and the CPU to 1.3000V and see if that helps anything.
http://www.cpuid.com/cpuz.php
As it stands now though, I'm leaning towards blaming the GPU itself. I have used three different 9600GT cards, and while not in that particular game, I've never had a problem with any of them, in any title. If I am able to find time later today and the benchmarking machine becomes free, I'll install a 9600GT and test out that game specifically and see if I encounter anything like that.