I have built a system with Asus P5W-DH mobo, Intel Q8200 CPU and a Coolmax 500W PSU.
When I plug the 20 pin connector the comp starts, but when I also plug in the 4 pin connector it doesn't start. Can any help me as to why this is happening?
I doubt the PC boots corretly without the 4 pin connector as this was connector is to privde extra power to the CPU. Without it you would be lucky to get into BIOS.
I would suggest resetting your BIOS and stripping the PC back to basics - ie CU / Mobo / 1 x stick of RAM and a video card - then try to boot into BIOS and check everything is detected correctly. Then shut down add the next component and re-boot. It could be a problem with a conenction or badly seated componenet causing your problems. I would suspect a PSU - but its tricky to test for sure.