BadActor :
Make sure you have power at the wall outlet, the switch on the back of the PSU is in the on position and the 24 and 4 pin ATX connectors are fully plugged in. Double check the front panel case wires to make sure you have them attached to the correct pins on the front panel port of the motherboard. You can alternatively touch a screwdriver across the two pins on the motherboard to start it which may tell you if you have a bad power switch on the case. If these things don't work, Google paper clip test of the PSU to make sure it works. If all this fails, we will have to start looking at other things.
http://www.tomshardware.com/forum/261145-31-perform-steps-posting-post-boot-video-problems
Just to add in case it wasn't clear. Your issue lies with either the outlet, power supply, case, or mobo.
The outlet is easy to test. Just plug something else in. Try a different power cord, or try the one you have in a different device.
Power supply: The paper clip test really is the best test. If for some reason, the power supply still turns on and you still believe it is the power supply causing the issue, you could try to just plug in the 24 pin ATX connector to another computer(though this is probably completely unnecessary.
Case: just unplug any and all cables going from the case to the mobo. if the wires for the power button are not attached, then the comp should just come on as soon as it receives power.
If none of the above work, then it is most likely the mobo and should return it