Did you try checking to make sure your PSU is properly working. If you have a PSU test plug try that, if your dont have one you can easily make one. Look at your 20+4 connector, Locate the #4 pin (green wire only one) make a jumper with a paper clip (u shape) with the power cable to the PSU unpluged, disconnect the PSU from the Motherboard, place said jumper into the #4 Green and into the #6 black slots. Make sure the paper clip is not touching anything conductive.
Plug in PSU, flip switch on PSU does it power up?
Yes, disconnect power and make sure switch is off, wait about 20 seconds then remove paper clip, reattach to MB.
No, remove PSU and return to Frys
Did you use any cables from another PSU, if you did, they may not have the same pin assignment at the PSU (learned this the hardway myself long time ago, does not do damage but PSU will not stay on)
Again remove all connections including SATA/IDE cables from components, remove video card, memory, soundcard etc etc.
Remove battery from MB, Use BIOS jumper to reset wait 20 seconds, replace battery and try booting with only the CPU and HSF attached, if it stays on power down and replace one component at a time. If it does not, return MB CPU combo to Frys