I have a hunch that 3D games really tax the CPU core by operating more MOSFETs that would normally run on the chip, and heat it up considerably at the same time. This need to power more FETs would suck off more current and therefore increase the resistivity (V=IR); combined with the added resistivity of hot interconnects, the current availible/FET is reduced to the point where the CPU locks up. Try upping the voltage another notch.
Pentium IV 2.4C Northwood- M0 stepping @ 3.2GHz HT
Air Cooled w/ SP-94 heatpipe & 92mm Vantex Tornado at 45C
4x256=1gb dual-channel 2-3-3-6 OCZ PC800DRAM @ 890MHz 3-4-4-8
MSI Neo2-PLS w/I865PE & SATA @ 4x267=1068MHz
BFG GeForceFX 5900@485/967MHz = 6284 3DMark2003s; dual-head 21" CRT & 19" LCD