Have you got the P4 power connector in? Have you checked and double-checked every cable?
If you put a system speaker in, do you get the post beeps?
If you don't have a graphics card in, how do you know it's not doing anything? It won't try and boot from the CD until you tell it to normally, it won't boot from the hard drive if there is no boot record. The way to tell is to put an empty floppy disk in and listen for it clicking.
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