If your CPU is overheating, that wouldn't be a problem with PSU or your GPU. That would either be a dusty computer, old thermal paste or broken fan. From what I read, event 41 just means there was an unexpected shut down which could be caused by overheating. Modern processes will shut down the computer before they get the chance to cook themselves.
If you do think your GPU is overheating, you can do the same as you would your CPU. Dust out the heatsink, check the fans and apply fresh paste.