Sounds like you might have connected some of your headers incorrectly. It can be very tricky because most motherboards are different, and there are a lot of wee two-pin connectors that could go in multiple places.
I would recommend using the manuals for your motherboard and your case to double check that everything is plugged in correctly. You also might want to look at a tutorial video on youtube to help point you in the right direction.
I found one here:
https://www.youtube.com/watch?v=SDwGJNJFpeQ
I'm sure there are plenty of other good ones though.