K well before you do that, hook everything up, and check the Power Switch connector on the mobo. make sure Positive is going to Positive
Take a look at the Jumpers if there is any and make sure none are fucked up.
It may sound stupid, but plug something else in the same socket, maby the power supply isnt getting power?
Unplug everything but the Power Switch, Speaker, and the Proc and boot it up, see if there is an issue with one of the other components.
Finally go on to the Manufactures website and recheck the possition of the power switch and other info. Sometimes there is an error in the printed material and can cause problems.