Pc shuts off after a few seconds

It doesn't even go to POST, sometimes its up for less than a second. I have the EVGA 750i SLI ftw mobo and a red light under the cpu fan connector is on. I looked it up and apparently the cpu is either not getting enough power or overheating. I just applied new thermal compound so it must not be getting enough power. I also removed EVERYTHING but the mobo, cpu and power supply but it still gives me problems. Suggestions?

+1 to going through every step in the above checklist.

It sounds like #2 on the checklist is your problem.

I re-applied thermal compound and made 100% sure that the heatsink is in contact with the processor. I also am positive that the 8 pin cpu power connector is in right, maybe its not supplying enough power? I have no real way of checking if its the PSU, becuase I don't have one strong enough right now. I also unplugged the front panel from the motherboard and used the on-board power button to make sure, but it still doesn't work. But when it does work, it shuts off after about 20 minutes or so. I checked everything that could've gotten warm, but everything is running as it should be.