i doubt you will need to return it.sounds to me like drivers playing up.this is the most common cause of restarts.but check all the wiring is connected properly and the graphics card is firmly in the slot.
update all your drivers for the motherboard and graphics card.click here
click start/control panel/system/advanced/performance/start up and recovery/settings or start/control panel/performance and maintenance/system/advanced/stsrt up and recovery/settings/ and untick the automatically restart box.
you will now get an error displayed instead of a restart.note it down as it will tell you what caused the crash hopefully.
also have a look in administrative tools/event viewer for errors.
ps.most manufacturers allow some scope for upgrading,check your warranty if you decide to return it.