1. Is the CPU fan spinning? If not, the board may be turning off to prevent the CPU immolating its self.
2. Take the memory out. The board should boot with out it.
3. Make sure the GFX card is fully plugged in.
4. Check that the "clear CMOS" jumper is in the "normal/run" position.
5. Clear the CMOS (just to make sure).
6. Are you sure the GFX card is suitable?
7. Does the GFX card require a seperate power connector?
8. Have you plugged in all the Motherboard power conenctors? (MY PC has 3.)
9. Are you sure the Board supports the CPU you have got?
Just a first impression. Try one at a time.