psu trouble

[Tack]

I assembled a new computer and it booted up and ran ok (without o/s .. just going through bios etc). No worries at all. The next day i started installing XP and mid way through the computer made a whurring/burring noise and turned itself off. I tried to turn it on again and nothing happened, except for a slight ticking noise coming from power supply (300W).

I switched to a 250W power from an old computer and the computer powered up, but after 5 seconds it turned itself off. Every time i boot it up, power lasts for 5 seconds then turns off.

have i fried my brand new computer?

help, thanks