This week i built my new computer and when i plugged it in and turned it on it start to boot up but then shuts down (between 3-5 seconds). This is starting to annoy me that much i went though and sent it my CPU back to my suppler and the said it was fine. Is there some thing that i have to do on this first time i boot it up or is there something else?
You say the CPU and PSU is known good - the next step would be to try the motherboard as rolli said. Fireup the PC barebones (mobo, ram, cpu, psu). If it goes straight through - it's something else. If it still continues to shutdown - it'd most likely be something on the mobo.
Just a longshot, once I had a problem like this right after an upgrade and it seemed that the power button on the chassis would kind of stick on the actual button and cause the PC to shutdown seconds after boot, I opened it again,and I moved something there. Putting it back into the correct place solved it.