First things first, download Memtest86+ and let it run preferably overnight to test your RAM, to see if that's at fault. DRIVER_IRQL_LESS_OR_EQUAL is often caused by bad memory.
Let us know how the test goes and we'll go from there.
Additionally, what make and model of PSU do you have? Also, did you do a fresh install of Windows when you replaced those components?
I didn't really understand how this Memtest thing runs. As I said, I'm a starter.. I've burned it on a disk, re-inserted and got nothing.. tried booting, got a security notification. Is there a simpler way?
PSU is some no-name product, probably from China. Though, it was tested and is O.K for use. It's 500W.
It's not only Blue screens, It's just shutting down, quits randomly, Crashed by Windows 7..
We have put together the Motherboard, memory and processor on XP, then upgraded to Windows 7 and then added the graphics card.