For the CPU plug, did you plug it in the unblocked half? The mobo ships with a plastic cover for the other half of the 8-pin CPU connector in case you don't have all 8. You should plug it in the unblocked half.
The Clarksdale processors have the graphics processor on-chip, while the Lynnfield doesn't have a graphics chip at all. Did you connect the monitor to the video card itself? Don't use the motherboard's outputs, they don't work. Use the output of the video card you put in.
It POSTed fine? And absolutely nothing displayed on the screen, not even the BIOS splash screen or something? Check your monitor. If it has more than one input, try pressing the switch that changes inputs.
Then I suggest checking the monitor. Or the video card's cables, even. Make sure they really work. If the monitor has more than one input (example: 1 analog, 1 DVI, 1 HDMI), try pressing the switch that cycles between the inputs, until you find the one that you used. Usually, this is automatically done by the monitor until it finds a video signal.
Also, I suggest putting in an OS installation disk and let it boot from there. Your mobo might be shutting off the video signal because there is no OS being loaded.
I was thinking it would give you enough time to search for the video signal, if ever it was there. There are still some things I suggested earlier, try them. Take notice if some of the motherboard diagnostic LEDs don't go off, too. If a diagnostic LED stays on, find its label. That usually points to the problem.
Breadboard the mobo by pulling it out of the case and placing it on a non-conductive surface, like cardboard.
While the mobo is out, plug in both power supply connectors to the mobo. Leave the RAM out for now, but plug in the GPU and connect the monitor to it. If you hear the beeps that tells you your DIMMs are good.
Now install the RAM. Note that the hard drive should still be disconnected. With the HDD disconnected turn on and see if you get a display. If there is nothing wrong with the mobo or RAM, you should actually see the mobo POST on the monitor, but it will fail because you don't have a hard drive to boot from.
If the above test passes, and you see the error message telling you that there is no hard disk, then connect the HDD and try again. With these key components all working, start reconnecting the rest of your hardware, one at a time.
If you get all hardware connected and the display still shows, you probably have a short in the case. At this point, I would check that all the standoffs are properly installed, and that you don't have any unecessary standoffs installed.