Booting problem with my new homebuilt desktop pc !!!

Hi everyone, I just built a new desktop for my uncle. After I put everything together and turn the pc on. It turned on for a couple of seconds and then shut off when it's copying the OS file (that's as far as it got). Then I tried turn it on again and it shut off even faster than the first time. So I though that was the PSU but its still the same after I change the PSU. Can anyone tell me what's the problem is ???

MSI 785GTM-E45 Motherboard - AMD 785G, Socket AM2+, M-ATX, DDR2, Dual Channel, PCIe, HDMI
AMD Athlon 64 X2 5000+ Socket AM2 CPU
ULTRA 2048MB PC5400 DDR2 667MHZ
Seagate 250GB Serial ATA w/NCQ 7200/8MB/SATA-3G
LG 22X DVDRW SATA
Power Up Black ATX Mid-T Case w/450w

Please read through this former sticky (now linked in the master sticky)...

PERFORM THESE STEPS before posting about boot/no video problems!

Sounds like it's overheating. Especially if it shut down quicker the second time. Likely it hadn't fully cooled off and shut off quicker. If this is the case, maybe you should look at how you attached the heatsink. If you used the stock heatsink, check to see if there was a protective plastic sheet over the TIM. If there was, the protective sheet has to be removed so the TIM comes in contact with the heatspreader on the CPU.

Wow, no heatsink!!!!. Thank goodness for thermal protection. Without a heatsink, a modern CPU will overheat in seconds. Especially in Real-Mode, which is essentially the mode the CPU is in until it loads the OS.