Motherbroad: Asus M5A78-MLX (Brand new.)
CPU: AMD Phenom II X4 965 (Brand new.)
GPU: MSI GTX 260 (Used from my brother.)
RAM: 4GB Corsair Vengeance 1,600mhz (Brand new.)
PSU: Silverstone 560W (Used from my dad.)
HDD: Seagate 160GB (Only temporary, used from my brother.)
My brother and I just put it together. We tried to start it, and the fans started going, stopping, going, stopping, and the same for the lights. We think it is the PSU, because my dad gave me it from an old build he did about 6 years ago. There is definitely enough wattage.
Your hard drive already has windows installed on it. When you boot up, windows looks to make sure that the motherboard is the right one. Since you got it from your brother, I'm going to take a stab and say his old motherboard is not an Asus M5A78-MLX. You'll have to reformat the HDD and reinstall windows so it can recognize your new motherboard.