When you change settings in bios, the board powers down then restarts which is normal for these boards. This is not what your describing, just for reference.
Now if you change settings and most likely when OC'ing. Power on, then it starts, turns off and starts again. This is normally when some setting is not correct or stable.
If you go back into bios on the restart under the MIT section there is normally a Red box that pops up and says that your overclocked settings didnt allow it to boot correctly or similar.
If you dont go into bios it usually sets your cpu speed back to default and keeps booting. So can you verify in windows that your OC'd settings are still applied??? If they are infact going back to default then you need to tweak your setings b/c they are not stable