Do you see the bios? Disconnect everything except one stick of ram and see if it will stay on(in the bios), if it does then reconnect everything piece at a time till you find the problem. if it doesn't try another stick of ram in a different slot, still no dice then its probably your PSU but could also be the motherboard or CPU. You will have to start replacing those to narrow it down any further. Power supply would be my bet though.