Hi Duratec!
It's true that P67 supports Ivy Bridge processors. If you have BIOS F6 (or greater) you were not supposed to have such kind of problems.
Have you tried to unplug anything unnecessary (USB cables/devices, HDD, CD/DVD drives, fans etc) and booting with only the necessary stuff, like VGA and one RAM stick?
If so, did you face the same problem again?
You could also check if there is any bent pin in your motherboard's socket. There is a chance that you might have bent one or more pins while changing processors.
One last thing that comes to mind, is the CPU cooler.
You have checked if it is well placed, and you have also used thermal paste right?
Cause the shut down could be due to high temps.