Does it even power up? Are the fans spinning and can you hear the drives running? Did you plug in the wires to the CPU and the motherboard? I forgot that the CPU require it's own power on my last build
I had a similar problem with my last build. The fans were spinning and the drives run but I didn't get a BIOS screen. The monitor didn't even detect a signal. I exchanged the MOBO but I had the same problem. I finally bought a new PSU (I was using my old one) and it fixed the problem.