The problem timmy is facing here, i've had a similar problem with my first ever build. After completing the whole build i'd press the power button on the case and al the fans would start for a second and stop. I couldn't figure out what the hell was wrong. After more carefully looking at the MOBO manual I realized that the (CMOS JUMPER) was in the "CLEAR" position by default. Some MOBO companies do this to save the life of the CMOS battery on the self. After moving the jumper to the normal position, pressed the power button and like magic, the PC actually completed POST!
Problem solved.
There are other things that will cause these symptoms, but, i'm going to go with this answer...
Ok, to keep this thread going i'm going to post another Problem.