If nothing turned on, the CMOS has nothing to do with it. If the PSU fan didn't turn on and you DID plug it into the wall and the PSU is turned ON. Then you probably didn't plug the the ATX power or the 24/20 pin in the board. Also check if you PSU is set to the correct input voltage.
If all those don't work, and if you plugged all your buttons in the motherboard correctly, try plugging in another PSU, if that works, then you should send your PSU back.
G. Skill 4GB(2x2GB) DDR800
eVGA 8800GTS 320MB
super pi: 1m=20s