First, Make sure you by the right motherboard screws to lift the board from the case or youll ground out and blow the power suply or the mainboard or both.
You can buy power supply testers at most computer stores for around 13 to 20 bucks and test the power supply.
The one i use for work tests the power supply and the board and shows the voltage output, it was $16.
If both test good, then try connecting everything first and then connect the power supply. Make sure the Pins for the reset and power swithc are connected correctly.
Do you know the processor to be good?
Also try reseating the RAM in the slots on the mainboard, check that the metal pins for the processor arent bent underneath.
Some boards have the wide connector and the small four pin connector and some only have just the wide one depending on the its power requirments. make sure both are connected if it requires both.
Make sure the BIOS battery isnt dead. its on the Mainboard and looks like a watch battery. Pop it off and stick your tongue on it and see if you taste a charge ( you know, like with the old 9v rectangle batteries when we where kids)
You may just have a bad board or not a power full enough power suply for that board. It could als be that.
I would reccomend you get a power supply tester. I have one that was $16 and has both the 20/24 pin and the 4 pin Mobo tester for the power supply and it will test the power supply and the it will test through the mother board to show if its getting a solid 12 volts of power. It also has a floppy and a sata and the 4 pin tester for the drives and Mobo and is worth the money. Heres the one i got at a local ma and pop store in San Antonio Texas. You should be able to buy similar at any tech store. good luck.
P4 Power Connector, Molex Connector, 20 Pin or 24 Pin Power Supply Connector, SATA Connector, Floppy Power Connector