That suggests that something in the case is shorting the mobo. Check and be sure that you have the correct amount of brass standoffs installed; any extra can cause the mobo to short.
Similarly, if you have any loose standoffs, this too, can cause a short. Other known factors to cause a short:
1. wiring routed under the mobo
2. loose screws
3. GPU - use onboard video (if equipped) or a different GPU to test
4. frayed wiring
I recommend you take a look at the 'no boot/no display' troubleshooting guide. There is a wealth of tips in the guide, most of which a lot of people overlook. Troubleshooting Guide