|You should have bench-tested everything before installing it in the case. Now you have no idea if you have a hardware problem or an assembly problem.|
You're going to have to get back to basics & go from there. Start by disconnecting all the non-essentials:
- remove any add-on cards except the graphics
- remove all the RAM except for one stick
- unplug all drives (floppy, HDD, optical, card readers, etc), both the power & data cables
- unplug all external devices except for keyboard & monitor
All you need are the board, CPU with heatsink/fan, one stick RAM, video card + monitor, power supply, & keyboard. Nothing else should be connected, that includes any case cooling fans. Now boot up & use the keyboard to access the BIOS. Immediately go to the HW Monitor menu & check the CPU temp. If the temp continues to increase & the system locks up, the problem is the heatsink was installed incorrectly. If that's the case, shutdown, remove the heatsink, clean off all traces of the thermal material & apply a fresh dab of thermal paste (about the rice of a grain of rice) in the center of the CPU, then re-install the heatsink.
If the CPU temp checks out OK & the system isn't locking up with the bare-bones setup, something you disconnected was causing the problem. Next step would be to test the RAM with memtest86. Test each stick individually, then all together. Make sure to manually configure the memory settings in the BIOS, do NOT use defaults or Auto settings or your RAM will most likely run at 1333MHz.