Go through the checklist rgd1101 linked. Make sure your motherboard is mounted on standoffs, and there is a standoff only where there is a mounting hole. Make sure your CPU is on your motherboard's supported CPU list.
Make sure no additional metal bits like screws or wire-ties fell onto your motherboard or got trapped under it, shorting something.
And, this may seem silly, but if you're not even getting a fan twitch, make sure the outlet you are using is live, and that the power cord is fully seated in the PSU's socket.