New MOBO powers on but screen is dark.

I got a new Jetway MOBO and tried plugging two different power supplies into it, but nothing appears on the screen when I power it on. The new MOBO uses an 8 pin CPU connector, but I only have a 4 pin. According to the internets, this should still work if I don't use to much power.

All I can see is an led marked pp_led3 lighting up. I don't know what that means.

Here are my components I'm using:
AMD Athlon 64 X2 4400+
DDR2 800 Ram
Jetway Motherboard

pls help.

edit: I tried pulling the all the ram out and the same led is still lit. Maybe this means that the ddr2 800 ram won't work in a ddr2 1066 MOBO??? Do I have to get new ram?

I wouldn't RMA anything until you go through EVERY step in the "READ before posting about boot problems!" sticky at the top of the forum. Problems like this are far more often caused by user error than faulty hardware.