Asus p5n-sli wont allow power.

Ok, last night I went and got a new 24 pin power supply. It works fine when I hook up the Motherboard connector (24 pin slot) and the Cpu power connector (4pin connector). When I try to hook up anything like the HDD power or the CD/DVD rom power it shorts and turns off. I have no idea if this is Motherboard related because yesterday when I did this it worked but there was a long drawn out beep that wouldnt stop. As far as I remember the long beep is for memory inserted wrong, but my 2 gigs are in the 2 yellow slots, 1 and 3.

If this is a power supply issue, I will need help on what is wrong? Is it putting out too much power? It is a 650 watt psu and I don't have anything on my computer that would drain that much wattage. I upgraded from a 500w psu because one day my computer just shut off when I wasn't home and so I upgraded to a 24 pin.

Help needed As soon as possible

Thanks in advance.

Um I just got it from best buy. its not faulty if it starts up. im pretty sure its the motherboard. the brand is bfg tech. Please, anyone who is good with this help. I am 95% sure its not the psu. Please help me.