Bicycle Mechanics - Dropping Chain

I am looking for experienced advice. My bike started to drop chain off the small front chainring, towards the frame, whenever I shift to one the three largest cogs on the rear. I am not sure what happened, I just put this bike together recently, from an old frame and new components. It has a French thread on the BB, which I had to re-tighten yesterday, but before that, I had no chain dropping problem. Any ideas?

Several come to my mind.
-Is the chainring bent? When spinning it fast, does vobble from side to side?
- I heard that chain will drop if it is worn out, what's the condition of the chain?
-Does bottom bracket bearing have any side-to-side movement in it?
-Is front deurailler adjusted properly?
-Does rear deurailler provide enought tention?
-Is the chain of correct size?
-Are bother front and rear gear assemblies similar/placed relatively parallel?

Thanks for the quick reply. I am not sure if the chainring is bent, it wobbles just a little bit, maybe so. The chain is brand new, so are the derailleurs. The BB doesn't move any more, after I re-tightened it yesterday. It is strange, but it was loose yesterday, at which point I had no problem shifting!?! The casette is new, but the crankset is from an old bike. I'll check the other potential problems you mentioned. Oh, BTW, I was just showing the problem to a collegue, but wasn't able to demonstrate it on flat ground, had to go up hill, to put some stress on it. Thanks again for the quick advice.

Check for stiff chain links too.

If the chain and casette are both new and you just started having problems, I would guess the chainring is worn from the old drive train. This usually shows itself under torque (going up a hill).

You may need to replace the chainring. My only reservation on this is that the middle chain ring should also do the same thing but it does not seem to be doing this. Is it possible that you use the small chainring more than the middle or big one?

I'll check into the links. This bike is an old Peugeot, with a long wheel base. I installed a "megarange" casette on the back, with a long cage derailleur (because it is heavy, and I live in hilly area), so I actually had to extend the chain a little. I use SRAM. I have a 9 speed cassette on the back. I will try a new crankset this weekend on it as well. The setup may sound strange to some people, but besides this problem this bike is very comfortable to ride, even though it is quite heavy an is definitely old (so am I). It is planned to be a commuter, not so good looking to be bate for thieves. I have couple of pretty fancy ( and at least to me very expensive) new bikes, fitted by the "experts", easy to ride but not really comfortable and I have to watch them too much.

Well, I found it. It was a warped chainring. I am ashamed to tell how it happened, but I think that I actually caused it. Thank you all for your advice, I really appreciate it.