Do you hear any beeps from the motherboard? Do the fans and hard drive spool up? Check all connections, then check your CPU. I had this problem, and found out that 3 of my CPU pins were bent.
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<font size=1><b>Current Build:</b>
DFI Lanparty Ultra-D
<a href=\"http://valid.x86-secret.com/show_oc?id=77714\">AMD 64 X2 4400+ @ 2.20GHz</a>
Big Typhoon Heatsink/Fan
2 GB G.Skill DDR500 PC4000
eVGA 256MB 7800GTX
37GB Raptor
2x 120GB Hard Drives</font>