Building problem Intel 875 Mobo

I purchased a Intel 875 mobo, 3.0 ghz cpu (HT) and 1G PC3200 DDR400 ram, and a new case. After installing everything, and turning on the computer, nothing happens. Fans go on, CD players lights blink (like a normal startup), and then nothing, nothing is displayed on monitor (monitor doesn't even start up, but it works). I was thinking something has to be wrong with either the memory or cpu, or even the mobo. Tried a different video card and still same problem, tried a different case and still same problem. Everything is connected as it should be, according to intels website. Any advice?

Oh!

4.) Make sure your case's power button is connected in the right place
6.) Make sure if your power supply has a cuttoff switch on the back, it's turned on
7.) Make sure your power cord goes to a good power socket.

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