New PC build does not turn-on!

I am putting together a new PC, all from Newegg. All assembled in a new case/PS (Roswell
R363-M-BK with 400W ATX), when I turn it on, nothing at all. No lights anywhere, no PS fan. Changing the 3 prong AC wire that is functional makes no difference and PS voltage is all set correctly. I am surprised to find out, Newegg will charge me $11 to ship it back for refund...

Is there a another possible cause?, way to trouble shoot any further?

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More about build turn

    Twas a big sticky at the top of this forum. After you have tried everything on that list, then post with more info like system specs and such.
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