"Wired wrong" sounds right. Go to the Front Panel header at lower right of your mobo and check some connections. Usually there are two wires (often in one connector) for the PWR SW (Power Switch) and they may not have any polarity marked. BUT they MIGHT have polarity markings. Then there are another two (likely) for the PWR LED and those WILL have polarity markings. Now, compare those wires with the pinout diagram of the actual mobo header and make sure the wires are all plugged into the correct header pins.