hmmm my sussgestion in yourr case is that, don't attach all things at once. do the following step bye step.
Step 1). Attach SMPS (power supply to the board), Front Panel Connectio, and an in built speaker and CPU (don't add RAM, HDD, FDD, VGA Card or any thing els)
Power on and watch/Listen carefully:
Case 1: if you can hear a long beep, then your CPU and board is OK
Case 2: No beep means CPU or board is faulty. Try to Reconnect CPU again and do step 1.
Step 2) Now power off and add RAM only.
Power on and watch/Listen carefully.
Case 1: if you can hear the ok beep it means till now your RAM is Ok
otherwise clean your RAM connection and add it again.
Further you can add your VGA, HDD CD-ROM/DVD, PCI Devices etc. and easily short-out your problem.
For your help here is picture of general moherboard with connection details.