Your manual doesn't show you how to connect the power connections to your board? My manual(MSI) shows all the connectors and the pin designations.
Is your ATX power connector 20 or 24 pins???
Does your power supply power connector have 20 or 24 pins?
Some new mobo have 24pin connectors as opposed to 20 pins. I have an Antec 350W. P/S and it has 20 pins.
I think you need a 'converter plug' so your 20pin input connector fits your 24pin mobo power connector.
That 4pin connector to the left of your main power connector may be the CPU connector. My Cpu connector is labeled JPW1, all these connectors s/b labeled so you connect them properly.
I think you need this adapter.... plus +12V.(4pin plug) to power -up you CPU. Check your manual again about these power connectors.
see link about connector.....
http://www.xpcgear.com/20to24pinatx.html
**** Just checked your Power supply....... it does have the 24pin main power connector........ OK.
But it also has the 4pin...... +12V.plug. I think you also need that connector Plugged-In. It should go in the connector to the left of the main connector........ its shown Not Connected in your pictures. >>>>>>Plug it IN<<<<<<<<<
I'm sure its for the Cpu.....
...... Plug it IN...........