So your newly assembled PC won't boot?...
Step 1) Remove all RAM sticks, hard drives, optical drives, and USB drives.
Step 2) The only cables coming from your power supply that you need to have connected to the motherboard are... 24pin atx power connector, 8pin(sometimes it's 4pin) cpu power connector, and the PCI power connector (look in your manual if you are unfamiliar with what these look like).
Step 3) The cables that you need to connect from your Case's front panel to the motherboard are... big power connector for usb ports, HD Audio cable, and the assorted cables that go to JFP1 header on motherboard(look for this in your motherboard's manual, and do it as labled.)
Step 4) Connect CPU Cooler to the CPU Fan header on...