Help! Booting up for the first time, shuts off after 30 seconds

I just got everything assembled in my new (first) build, and everything seems to be good at first -- the case fans spin, cpu fan and gpu fan both spin, a screen for my mobo appears on the monitor before going to a dos-like screen where it tries to read from my DVD drive. when I put in my windows dvd, it starts reading from it. BUT after the power has been on for about 30 seconds (or probably longer actually), it just shuts off! I have gone over the connections again and again, I don't know what the problem could be! it also shuts off when I go into the BIOS instead of booting from the dvd. Any thoughts??