Building My First PC

Hi,
I am putting together my first Pc. I got a PIII 800 and an IntelD815EEA motherboard from Chips and tips. I followed all instructions and when I go to power it on, nothing. I took the board out again and checked underneath. I took out the i/o shield that came with the Antec case and put in the one that came with the board. I have checked all the basic power. surge strip and outlet but nothing.
Any help would be great.
Thanks
Have A Safe Day and Look Both Ways