New power supply troubles

I recently bought a new power supply for my computer because I was tired of the horrible cable problems I had with the old one. I got the Zalman ZM600-HP, because of the great reviews I read about it. I put it in, plugged everything in, and attempted to turn it on. Unfortunately, there is not a hint of activity when I press the power button. The motherboard LED does light up when I plug the PSU in, but that is as far as the response goes. I tried making contact with a screwdriver between the two motherboard pins that the power button plugs into, but still no response. Is it possibly that the PSU is DOA, or does the motherboard LED indicate that it's still working? Any ideas/suggestions?

Thanks!

Yeah I checked that. The PSU has a 20 pin connector with a 4 pin directly alongside, and the diagram said just to plug them both into the 24 pin motherboard socket. It also has two 4-pin CPU power connectors, so I just plugged one in. I'm not really sure why it had two.

I think I only have the 4 pin connector on the mobo, because my old PSU only had a 4pin and it worked great. I certainly don't see another place to plug a 4-pin in. I did recheck the power button cables, they seemed to be connected, but I also tried directly connecting the pins on the motherboard in case the button was broken. No dice.