Dissconnect the Power supply from everything but a few Fans, Then Take the 24 Pin Connector and take a paper clip (Youll want Some Kind of gloves for this) and connect the Green and Black wire on the PSU.
If it does not turn on then that means its a dead on arrival, and should be RMAed. If it turns on this means the problem is not the Power supply.
The most possible cause is grounding out. Therefore remove the mobo from the case and try POSTing that way. (Place Mobo on hard non-conductive surface, and only have CPU, RAM and Video card in )