One LONG beep on startup

I just put together a Shuttle AK32a motherboard w/ an AMD Atlon XP 1800+, as well as pc133 sdram 256mb memory, a 32 meg AGP graphics card, and a modem, 15gig HD and a CD/DVD ROM. When I tried to boot the system, all I get is one long beep and no video or anything else. What went wrong?