Upgrade Problem

OK, I just traded out my old Duron 800 for a T-Bird 1.3. On the recommendation of other I also picked up a better heatsink/fan. I went with a Volcano 7. Now when I install my cpu with the new heatsink/fan, I am unable to boot up. I can't even get to my bios. As soon as I turn the pc on I get a prolonged beep, and then it just shuts right back off? Using the stock heatsink/fan that came with my Duron on my new T-Bird, everything works just fine. I'm running a bit hot, about 48c, but other than that It seems to be fine.

Can anyone tell me what I might be doing wrong with the new heatsink/fan? I can see that the blades on the fan start spinning in the brief amount of time it attempts to start up. I have two leads comming off the new fan. One that plugs into the motherboard and the other that plugs into an open plug directly form the ower supply. If anyone has any suggestion I'd really appreciate it. Thanks.