|Did you benchtest your hardware outside the case before installing it inside the case?|
It sounds like a bad power supply. You need to eliminate the possibilities. If you have a video card, remove it & connect the monitor to the onboard video. Unplug all drives (HDD, CD/DVD, floppy). Unplug all external devices except the keyboard (no mouse needed). Remove all RAM except a single stick. Make sure both the 24-pin ATX & 4-pin ATX12v cables are plugged into the board. Are you sure the heatsink is mounted correctly & securely?
Once you've done all the above, try to boot the board & enter the BIOS.