Bad PSU or MotherBoard ?

I just ordered a few parts to get an old Desktop up and running again for my little brother and sister to use. This PC was pretty much died and i assumed it was possibly the mother board or the CPU. Though i had a bit of feeling that it could be the PSU. I tried jumping the PSU and it turned on just fine. Connected the HDD and Disc Drive to the PSU and they started running too. ( basically i heard the basic start up sounds ) The parts just came in today and i followed each step when installing them. These are the parts i ordered:

ASRock B75M-GL Motherboard
LGA 1155 Intel Celeron 2.4ghz Dual core processoer
and a 2GB DDR3 Crucial RAM card.

The PSU and the HDD are still the same since i was on a budget and couldn't buy them.

After putting everything together, and plugging in all the cables. I move right to turning on the PC to see if It would start up, but nothing happened. The PSU's light says it's receiving power, but nothing worked. All the new parts came in at the same time so i don't know what what might be causing the problem.

Is it a defective Motherboard, a bad PSU, bad RAM, or is it a defective CPU ? I could use some help to figure out what might be the issue.

( Does the B75M-GL have some kind of light the indicates it's getting powers? My old Mobo did but nothing shows on this one )

Any suggestions ?