You tried to start the system with nothing? Do you mean just the motherboard by itself and you get no beeps? Have you read the motherboard manual to be sure that all the motherboard jumpers are set correctly? Check the CLEAR CMOS jumper to see if it's in the NORMAL position and not the CLEAR position.
If you still get no beeps, then it's either the motherboard or the CPU that's causing the problem...my guess is you got a faulty motherboard.
Did you try another power supply yet? I would try that before I RMA the motherboard or CPU back to the vendor.
Cricket