Which PSU is that? Make sure you have everything connected properly, and that the switch on the back is on. Is there any sign that it is providing power to your system? You could try to jump start it, by disconnecting every connector from the pc, and then connecting the green wire on the 24pin connector to a black wire (GND) using a paperclip. If the fan spins up its a good sign. The plastic you see there could be from manufacturing as cl-scott said.
Hope this helps!