Ok, so lets get to the root of the problem.
Un plug everything from the motherboard along with the video card and the ram.
You should have only the cpu, cpu cooler, power supply, power switch, and that speaker connected to the motherboard.
Turn the system on, there should be beeping.
No video card. Everything else removed as instructed.
But I might have found the issue...
I noticed that there are 2 slightly different 4-pin connectors coming off the PSU. One is yellow w/o a locking tab. The other is white w/ a locking tab. Of course, which one did you think I used on the 4-pin locking tab connector? The yellow one w/o the tab.
Hold on for a couple...we'll see if I qualify for a DA award.