List the specs.
Has this build ever worked stably? For how long? What was the last hardware change/upgrade? Disregard these if it's a new build.
Has CMOS been reset? Do it. Refer to the mobo manual for how. Pulling the battery may not totally reset the cmos. There's a jumper. I believe it's CLRTC in the lower-right corner of the board. Again, the manual explains the usage. Do you have a multimeter to test whether the CMOS battery is good? If not, you can always buy a new one for a few bucks at computer stores.
Double-check that you're installing everything correctly. Also, some PSU requires a minimum wattage before it continues to power on. Plug in a HDD/DVD.
How is this build set up? In a case? On a cardbox?http://www.memtest.org/#downiso