My computer shut off, and wouldn't turn back on? (READ Description)?

I have a HP Pavilion Elite HPE 500y (Brand New) and I was playing Empire Total War using DUMC 6.2 (mod) and my computer just shut off in the middle of a game for absolutely no reason and it wouldn't turn back on until I unplugged it and put it in a different socket, so I thought it must have been a bad socket before...BUT then I plugged it back into the supposedly "bad" socket and it turned on again. I am using it right now. but I am worried something is wrong. Help????