Breadboarding: Problems with new system?

Hey all, building my first system and running into trouble (I think). Been having all sorts of weird things happen so I pulled everything out of my case and rebuilt step by step on a cardboard box. I'm going to post a sequence of events and hopefully someone will be able to tell me whats going on.. My rig:

Mobo: MSI P67A G43
CPU: Intel i5 2500K
GPU: MSI N560GTX Ti
RAM: 2x4gb Corsair XMS3 1333
HDD: WD 500gb SATA III Caviar Black
PSU: Seasonic x650

Note: I didn't have another means of turning on a breadboard setup so I connected my case's power switch to the mobo

With the mobo, CPU, HSF, and PSU all connected, I hit the power switch and the CPU fan would come on and off in 1-2 sec intervals

Adding a stick of RAM (to any slot) results in 3 short beeps (the last one higher pitched than the others) followed by 5 low, LONG beeps.

Adding the video card results in the same 3 beeps from above, and the 5-beep sequence is no longer there. Connecting the setup to a monitor, I get a screen that says "memory changed! press F1 to enter setup... etc, etc". After entering setup, and saving/restarting, I see the "MSI Military Class II" logo screen, then I'm brought to a screen that says the following:

EFI Shell version 2.00 [4.640]
Current running mode 1.1.2
map: cannot find required map name.
Press ESC in _ seconds to skip startup.nsh, any other key to continue.
Shell>_

From here I cleared the CMOS. Turning on the computer gave me the same 3 beeps, and a POST screen where I could enter setup. I did, saved/exited, and restarting the computer gave me the "MSI Military Class II" logo screen, followed by the EFI screen (above).

I then attached my HDD and Optical drives. Turning on the computer gives me the same 3 beeps, followed by the logo scree, and then a screen asking me for boot media.

Sorry if this is all hard to follow, but I don't know if I'm just OCD'ing over this or if there is actually a problem. Do I have bad components? How would I go about testing further? And what do those 3 beeps mean?! I've looked everywhere for info, and as far as I can tell no one has a clue.

Thank you for taking the time out of your day to read my convoluted mess!

Bumping because I'm on the verge of deciding to RMA.

I installed Ubuntu. Turning on the computer now gives me a screen with lots of white writing (too quick to really read), a purple screen, and then a messed up screen with artifacts all over. Then I get to the Ubuntu desktop and everything seems normal. Shutting down from here, I get another black screen with writing, followed by a Ubuntu screen before the comp shuts off.

All the while, I still get that weird 3 beep jingle that sounds like this:

http://www.youtube.com/watch?v=tOS-2E4egX8