First time builder; in need of help/no post

[NoodlesAndRamen]

Rundown on what's happening:

My Mobo won't power up at all. The CPU's in there, along with the heatsink, and the 2 sticks of ram.
Following Newegg's tutorial, plugged in the 24 pin, along with the 8 pin CPU power located near the top to test if everything would run, shorted the pins, sat there waiting for something, received absolutely nothing. No whirring fans, no LEDs, no beep, just nothing.

Questions:
-The 8pin definitely clicks, not the 24pin. Should I push down on the 24p until it clicks into place?
-There's no graphics card at this point. I assumed the heatsink fan would run or for some flashing/beeping on the Mobo's part. Should I just wait for the graphics card to ship on before I try again?
-Any tips or solutions to what I could easily be missing would be greatly appreciated.

Parts used up till this point:
CPU: AMD FX-8120 Zambezi 3.1GHz Socket AM3+ 125W Eight-Core Desktop Processor FD8120FRGUBOX
http://www.newegg.com/Product/Product.aspx?Item=N82E16819103961

RAM: CORSAIR XMS3 8GB (2 x 4GB) 240-Pin DDR3 SDRAM DDR3 1600 (PC3 12800) Desktop Memory Model CMX8GX3M2A1600C11
http://www.newegg.com/Product/Product.aspx?Item=N82E16820233335

MOBO: ASUS M5A99X EVO AM3+ AMD 990X SATA 6Gb/s USB 3.0 ATX AMD Motherboard with UEFI BIOS
http://www.newegg.com/Product/Product.aspx?Item=N82E16813131754

PSU: 1 x CORSAIR Builder Series CX500 500W ATX12V v2.3 80 PLUS BRONZE Certified Active PFC Power Supply
http://www.newegg.com/Product/Product.aspx?Item=N82E16817139027

 

[Xttony]

I don't really think that 8120 has integrated graphics but this doesnot mean that the system won't run.

Make sure that all the connections are securely set. If that is not the problem either motherboard or your PSU is damaged.

 

[NoodlesAndRamen]

I don't really think that 8120 has integrated graphics but this doesnot mean that the system won't run.

Make sure that all the connections are securely set. If that is not the problem either motherboard or your PSU is damaged.

Yeah, starting to think the latter is the case. Managed to get one LED to flicker, but it flashed once and ceased to exist. The connections set seem secure to me.

 

[Xttony]

Did the led flicker when you pressed the power button?
If that is the case Then I think there might be a problem with the PSU.