Looking at the video, your 4+4 pin CPU power connection
is not connected to the motherboard. Try that.
There should be a 4+4 (2x4 pins joined together although can be separated) power cable coming from your power supply, and you need to plug it into the socket north-east of the CPU socket, from this image:http://www.gigabyte.co.nz/FileList/Image/mb_productimage_ga-p55-ud3_big.jpg
It's the white 8 pin power connector near the edge, that's where the CPU gets its power.