intergrated graphics doesn't work if the gpu is plugged in. I'm assuming you pulled the gpu out prior to testing the integrated graphics. If you have, read on... if you haven't, try that, if the problem is fixed your issue is something with the gpu.
->only 4 things can cause that problem;
1) PSU
2) CPU
3) RAM
4) MB
You can only really test two of those. The PSU. Try a different psu. See if that fixes it. then pull out the ram, try one chip in each slot, if one chip doesn't work, try the others...
if that doesn't do it, you're gonna have to Return the MB/CPU... unless you have a compatable cpu for your mb laying around there is no way to tell what's happening.
My main question though, is your system giving any error codes or beeps?... if it isn't i'd be more leaning toward the psu or mb over the cpu or ram.
oh... one more suggestion... reset your CMOS. try that.
and what is your system?