New built computer won't turn on or do anything

I am not sure which category to post this in, being that I am not currently aware of what the cause of my problem is. I just purchased parts for a brand new computer to be built, which arrived today. This is my second computer build, and I was hoping that since the first one went smoothly and that I did it on my own, that this one would be to. But it's not.

After connecting and hooking up all my wires and hardware and turning it on nothing outside of the Quick Switches on the mother board would show any sign of life. After I hit the power button on the tower the only thing different would be 2 LED's next to the memory would glow. No fans, no hums no other lights. I am not sure what I'm missing or if something is wrong. The only set of cables that I have that are not plugged in is a 4 pin ATX 12 connecter (HDD). The 8 pin EPS 12v Connecter is connected though.

Any help would be greatly appreciated!

Gigabyte GA-EX58-UD5
i7 920
Silverstone OP1000-Evolution
EVGA 260x2
Intel XMP Edition OCZX1600 pc3 12800 =6g