Problem Gigabite Z77X-UD5H

Make sure you built it like this http://www.youtube.com/watch?v=ea_bs5G1yYU

Had the same sort of problem today doing up an old box.
It turned out to be the CPU heatsink could not sit on the CPU (Answer: Al foil)
The CPU was overheating and cutting out. Have you checked that yours is seated properly with good thermal paste.
JB

I am sure that I build it like in video    

4 Pastit: thx, I will check it  

You could try jumping the motherboard, If you check the manual for your motherboard there should be something about some jumpers, like a factory reset jumper and such. try using these. Also you might tr and make sure nothing is touching the motherboard in a way that may cause it to short out.

make sure nothing is touching the motherboard in a way that may cause it to short out.Make sure it's properly grounded It sounds like that is most likely your issue

Agreed I also suggested that may be the problem

Troubleshoot the cause of the beep code, assuming you're lucky enough to hear one. A beep code will give you a very good idea of exactly where to look for the cause of your computer turning off.

If you don't resolve the problem that way, you can always return here and continue troubleshooting with the more generic information below.

Verify that the power supply voltage switch is set correctly. If the input voltage for the power supply does not match the correct setting for your country, your computer may not stay powered on.

Chances are your computer wouldn't power on at all if this switch is wrong but an incorrect power supply voltage might also cause your computer turn off by itself.

Check for causes of electrical shorts inside your computer. This is very often the cause of the problem when the computer powers on for a second or two but then powers off completely.

Important: It's very, very important that you spend the time necessary to inspect the inside of your computer for issues that can cause shorting. If you don't take the time to troubleshoot this possibility thoroughly you may end up missing a simple electrical short and instead performing costly hardware replacements later on for no good reason.

Test your power supply. Just because your computer came on for a few moments doesn't mean that the power supply unit in your computer is working properly. In my experience, the power supply tends to cause more problems than any other piece of hardware and is very often the cause of a computer turning off by itself.

Replace your power supply if it fails any of your tests.

Test the power button on the front of your computer's case. If the power button is shorting out or even just sticking to the case, it might be the reason your computer is turning off by itself.

Replace the power button if it fails your testing or if you suspect it's not working properly.

Reseat everything inside of your computer. Reseating will reestablish all of the connections inside your computer which may have wiggled loose over time.

Clear the CMOS. Clearing the BIOS memory on your motherboard will reset the BIOS settings to their factory default levels.

Important: If clearing the CMOS does fix your problem, make any future settings changes in BIOS one at a time so if the problem returns, you'll know which change caused your issue.Try reseating the following and then see if your computer stays on:Reseating peripheral cards, power and interface cables, memory modules, and other devices that plug into a computer