Make sure to connect the power supply to the motherboard...
Also make sure all your components are connected to the power supply as well... (Example: Make sure your SSD and/or HDD is plugged into motherboard + connected to power supply by power plug as well as DVD/CD/Optical Drive is connected by power + to mother board as well)
Double checking your wires as well as your motherboard's manual to make sure everything is in it's proper place...