Are you sure they are connected on the right fan headers? Refer to your manual and the printouts on the motherboard itself. Then how much current do your fans draw? They may be drawing a lot (big fans) and the headers might not be up to it (in which case, you might have burned them already!). Was the motherboard new or used? If it was used, it could be the case that its a faulty one already. Try with a small fan, on one header only (the CPU obviously). If it spins, then your fans are drawing a lot of current. In that case, get a fan to molex adapter and use your PSU lines to power them up.
Hope all goes well.
Thanks for the quick response! You've made some valuable suggestions for me to try out. Just to inform you that the board was working fine. I had to reinstall it into the case as it was missing some mounts when I bought it. Could the tidying up procedure have messed it up? I remember plugging in the power cable while it was live into the PSU (which was switched off). I'm kicking myself for that mistake! Could this have damaged something on the board? I've removed the board from the case and it still behaves the same way. Does the P4 have any overheating protection built in? I hope so as I don't want to knacker that as well!
I'm off to bed now as it's 11 in the evening. But I look forward to reading your reply in the morning!
Its not the P4 that has an overheat protection but the motherboard. You will usually find it in the BOS settings. The fact that you plugged it in when it was on the mains, although it was switched off it could have burned something. That is very rare, but not impossible. You see if you plug in a PSU and switch it on, then off, the capacitors still maintain some voltage (which is quite a lot!) and enough to cause damage. Good quality PSU's have bleeding resistors for that reason to eliminate that voltage as quick as possible.
Now if you took the board out and tried it there, and still no go, the last thing you could try is check in the BIOS to see if everything is alright there. If so, which i suspect, since you didn't mention changing anything there, then either connect your fans on the molex conenctors or get a new motherboard to try out. This one sounds faulty.