New custom computer won't boot. Strange zap sound!

Hey everyone. I just finished building my custom computer, but there seems to be a problem. I think I have everything connected properly. I turned the power on for the psu and then hit the power button on the front of the case. The computer turns on for a split second (only the led light for the power button turns on), and I hear a "zrhoop" sound (like a zap) that comes from the psu and then the light goes away. I hope I didn't damage anything. I took a quick look at the "computer won't boot checklist", but I don't know what I'm doing now. Any help is appreciated. Thanks!

− ASUS M4A78T-E
− AMD Phenom II X3 720 2.8GHz
− Sunbeam CR-CCTF 120 mm Core-Contact Freezer
− ATI Radeon HD 4890 1GB
− CORSAIR CMPSU-750TX 750W
− 4GB (2 x 2GB) 240-Pin SDRAM DDR3 1333
− Western Digital Caviar Black 640 GB 32 MB Cache 7200 RPM SATA II
− Samsung DVD-(DL) Writable Drive

The PSU shutting off instantly like that could mean a short. What case did you use? If not buiilt-in, did you use standoffs between the case and mobo? Any loose screws on or under the mobo? Did you plug an 8-pin PCIE power connection into the CPU power connector?