Can you provide some more information? Does it turn on (ie. lights, fans, post beep if you have a speaker)?
Check that all the components are properly seated (RAM, GPU, etc.) Check all the PSU connections, especially to the video card. Try the other video output on the GPU. Try a different GPU, if you have one laying around.
If all else fails, pull out everything and build it on a non-conductive surface. If that fails, you may have a bad component, but without extras to test with some times it can be difficult to diagnose.
First, please provide more information: what have you tried so far?