Odds are you miswired the power connections from the case to the mobo. It's easy to get the polarity wrong.. Re-examine the schematic in the user manual that came with your motherboard.
If the screwdriver jump is working, the odds are greater that you've got the power switch wire connected incorrectly than it is a faulty wire.
You have to be looking at the page in your manual showing the JFP1 connectors (the online manual is page 1-22).
It is considered a 10 pin connector, but there is no pin in slot 10, so in actuality there are only 9 pins. (I just installed an MSI mobo a couple of days ago, and it was actually my wife who figured out the wiring/pin orientation.)
So, if you look at the JFP1 pins, you see a row of 4 pins, these are numbered 2,4,6,8 and the row with five pins are 1,3,5,7,9
Ignore the row with 5 pins.
The wire connector for the power switch is a double, which means it goes over two pins. You have to look at the connector and see which side is + and which is -. Then you orient the plug over the pins like this: The + side on the wire, goes onto the 6 pin, and the - goes onto the 8 pin.
This is the correct wiring diagram look at the JFP1 diagram