You have a "New Build Boot Problem". The way to diagnose it begins with a tedious redo . . . you need to go through this list:http://www.tomshardware.co.uk/forum/page-261145_13_0.html
Its important that you look at the work as if you were reviewing someone else's assembly. Otherwise, you are likely to repeat any assembly mistake you may have made. If you need help along the way, ask.
If you don't solve the problem, please list your complete config including psu make/model when you report back.