While my work sells Coolermaster and we use a few in our builds, I am not a fan of them. Their quality is about medium.
I honestly think its probably your PSU. Sounds like it. But try one thing first. Hook only your mobo up to the PSU. No HDDs, CD/DVD drives nothing but the mobo, CPU and one stick of RAM in DIMM _A1. Make sure not SATA ports are connected nor are any USB and such.
Try powering it on. If it doesn't then the last thing I would suggest looking at is your mobos mounting. Make sure that you have standoofs only where screws would be for the mobo.
If that fails then try another PSU.
As for the AUX power, if it wasn't plugged in it would still power and stay powered but no video or post would happen.