Problems getting a New System Running

Clarifications

Is this all new or are you using parts from another computer? The reason I ask is that parts from a working computer may not be good working parts for a new computer.
If you use known good memory from another computer in it and do not check the specs, it will not work in the new computer. And will do what are asking.
Power supply, read the CD FAQ about the main board. The connectors for your PS may not be correct for the MB. And will do the same thing that you are asking about.
Remove all connections except the MB and keyboard and mouse and look to see if you get to the BIOS.
If not read the manual and find out what the MB needs.
If you?re MB has on board sound, video ect. You may need to disable these for add on cards to work.
Again read the manual, just installing a new MB and adding devices is not enough to get you by. You should check every thing you add to a new system and an OS to be sure it works with it.

Jumper Settings on the Motherboard I seem to remember having to move a Jumper. I can't remember off hand which one but I know the Manual will tell you.

Take the system down to the minimum required to boot, meaning processor, video and memory. One stick of memory if possible. If it still does not boot, remove the memory and see if it gives you a post error for no memory. If it still will not do anything, check you standoffs between your motherboard and case, you may have a short. Also verify that there is thermal paste between the cooler and processor. The goal isn't to get it to boot fully into windows yet, but to give you a successful POST or an error beep. Once you get it to start booting, add pieces back in one at a time until you find one that causes a problem or it is complete...