I had the same problem.
At first I had my older 9850 phenom quad cpu and a m3a motherboard.
Now i put phenom 2 x4 940 on m3n ht and all the connections are right but just not gettin to POST.
I put my older 9850 phenom on that m3n ht and it worked just fine. At first I thought 940 is fried, but before returning it, I tried to replace memory. I had 2 x 2g DDR2 corsair 1066. When i put one in a slot, it worked. So I tried putting another memory module in different slots, it wouldnt work for some reason. Then I put it in different places and tried rebooting, noting that one would work, while 2 wouldn't. So this led me to conclusion that it is memory related issue. I heard someone saying that phenom 2 are picky with memory and also something with memory management on m3n ht. While I am not sure what caused it, it solved the problem though.
Now it is working and booting just fine. However I have 2 memory modules in opposite slots, which may be problematic, since i had problems with that in the past with am3 mobo.
However, once I finished booting, OS loaded into my x64 xp, and stopped with a message saying that my hive is corrupt. So now I am reinstalling OS.
PS: If you push power button and it doesnt load, sometimes pressing on the reset switch helps to bring the system back.
Maybe that helps