I am suspecting the PSU too.
that's what i thought at first too when it kept shutting itself off in windows setup at the same place, right as you accept the eula in xp, and when it's copying files in 2k
Hmmm, at that point, when it starts copying files, it will spin up the CD-ROM motor, and also start writing to the HDD. This probably causes a sudden increase in power consumption, which could be a problem for a faulty PSU.