The next most obvious problem would be not plugging in either the power or the SATA cable.
Its plugged in I think. ( I pressed once more now and they are pretty tight + I can see Hdd + DVD in BIOS setup.
Btw, I got 650 W Corsair HX for this setup:
maybe that could be something? I'ave heard that corsair is pretty strong tho my manual recommend 1000 W for this setup.
I'd suggest running through this troubleshooting thread.
Actually im siting at my new build now btw, on my MB OS WEB.