I just rechecked the connections and they are fine. The MB only has a 4 pin connection so i reconnected that and the 24 with no luck, then tried the other 4 pin with no luck.
Another thing is once I power up the new PSU with the power button on the case I cant shut it off with the button. I have to flip the switch on the PSU in order to get it to shut off.
One more thing to check is the CPU fan connection.
Regarding the 'hard shut off' - this has nothing to do with the PSU. This may be a clue why the PSU is not powering this computer. Looks like a case problem to me.