PC doesn't power ON!

[undertow]

hi , happy new year to all of you...
I just bought some stuff from new egg , for upgrading my old pc...
1)an intel 2.66 socket 775 cpu
2)a gigabyte ga 8I865GVMK-775 mobo
3)a rosewill case tu-155
4)and a corsair memory 512MB DDR....

I have already put the cpu , the mobo and the fan and connected them....
i used the 24 pin cable , and an additional 4pin to connect my mobo with my power supply which is 400W and compatible with 775 pentium....
the fact is that when i press the button of the power supply to open , it opens normally (it makes an annoying little sound though) and i cannot open the pc with the power on button! I think that i have connected the cables of the power on and the led right , which they are separate though...
moreover , neither the power on led works...nor the power supply's fan is twisting (nor the mobo is taking power)...i have tested the power supply with another system and it works ....where might be the problem?what do you think?i am desparate !thank you very much for your help , i appreciate it.

[Cricket]

Follow the troubleshooting instructions found here and let us know what happens. You must remove the motherboard from the case when you do this.

Cricket