i have plugged in the 4pin power thing can take pictures if needed
the one that is alone with yellow and black wire or the one that attatch to the 20 pins connector to make it a 24 one?
The one with yellow and black wire is the good one.
If you have an AGP video card, you can try it.
What about RAM? Brand, size, number of stick... try with just one stick at first.
Maybe the motherboard is grounded somewhere. A misplaced raiser underneath the board making contact with printed circuit is a common trouble with first time builder. try it outside the case on a non conductive surface.
Then, make sure the power button wire is plugged at the right place, double check with your manual to be sure.