Can you enter bios? if not, might be a hardware/memory problem.
Do you hear any beeps when booting up?
1st thing I would do is disconnect everything and see if I have a POST (power on self test)
then insert 1 memory stick and do the same, then 2nd memory stick if more.
After ensuring that my CD-ROM boots before the HDD (in BIOS) insert OS CD and install OS.
In other words, go by elimination process
My gaming machine:
P4 2.8 GHz
2 X 512 MHz PC3200 in dual DDR mode
Intel D865PERL MOBO
integrated 6.1 MAX audio
Logitech duo MX mouse and KB
ATI RADEON 9800 PRO