Strange BIOS issue

Blaaguuu

Distinguished
Feb 17, 2007
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Me and my brother are building a new computer for our Dad, who has been using an old hand-me-down computer for a while, that just isn't cutting it anymore. We ordered all of the parts off Newegg and put it together on Tuesday, but when we turned it on, we ran into an odd problem.

First, here are some pertinent components:
MSI P35 Neo-F LGA 775 Mobo
Intel Core 2 Duo E8400 Wolfdale 3.0GHz 6MB L2
Kingston ValueRAM 4GB (4 x 1GB) 240-Pin DDR2 SDRAM DDR2 800
EVGA 512-P3-N947-LR GeForce 9400 GT 512MB
Rosewill R5730-P Case

So on to the issue... When we turn on the computer, the first thing it shows, ofcourse, is the MSI welcome screen, with the options to press Tab for POST, or Del for Setup... However atleast 3 out of 4 times we start/reset it, it hangs up on this screen. And the occasional times is continues on its own, it goes to POST, and the really fun stuff begins.

First we get this message:
Warning !!! The previous performance of overclocking is failed, and the system is restored to the defaults setting, Press any key except "DEL" to enter SETUP......

Pressing Del does nothing, and any other key makes it go to a new screen that just says:
Entering SETUP...

Keep current BIOS setting? (Y/N)
Press [Y] to continue or press [N] to load some item default setting.

Neither pressing Y or N seems to do much, though... Both just say "4096MB OK", obviously referring to the amount of memory. And Y additionally says "USB Devices : 1 Keyboard, 1 Mouse". But it just hangs up there no matter what.

We are at a bit of a loss, as to what to do... We cant get past POST to boot and run some diagnostics, so we have been trying to narrow down which hardware might be. We started with the memory, and we tested each stick and slot individually, and I tried some extra memory I had laying around that I know works, and there was no change. We think it is either the motherboard or the CPU, but we don't have much of a way to test them... I figure it is probably the mobo, but also the CPU we are using is one that we got for my step-brother the other day, but after sticking it in his Dell desktop, we could that it wasn't supported by their shitty motherboard... But I don't imagine that would have damaged it at all.

So has anyone ever seen anything like this, have any idea what might be happening, or have some ideas as to how to troubleshoot it further, before we resort to RMA'ing the mobo or CPU?