[ubuntu] new linux build, frustrating trouble. grrrr

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http://ubuntuforums.org – So I just built a new comp, I bought an intel DG41TY motherboard coupled with an intel Core 2 Quad processor, a new Ultra 500 Watt ATX power supply, 2 matching Corsier 2gig DDR2 800mhz PC6400 RAM, A Hitachi 3.5 inch SATA 500GB internal HDD. I put it all together, hit power button, and the power supply fan and the heatsink fan spun for a split second then stopped.I push the power button again and nothing. I am able to repeat that process by unplugging comp cable and turning power supply off then on. I dont know what to do, as far as I know all the parts should match, and they are brand n (Hardware)