A dead CMOS battery will cause CMOS error messages to appear on the screen, but it will normally not shut down the computer.
If your system was previously working, then make sure all connections are secure, and all cards and RAM are firmly seated.
If those are ok, then do a barebones by installing just the PS, MB, CPU, RAM, video card, monitor, and KB. If it starts and gives a display without shutting down, then connect all drives and other cards one at a time until the problem resurfaces. The last component installed is the culprit.
If the problem still happens with the above barebones setup, then it may be caused by a bad PS, MB, or CPU.
Check the MB for any bulging, leaking, or ruptured capacitors.
If there are none, then either swap out those items, or have them shop tested.