When I've done it before I've laid the motherboard on top of the motherboard box (don't put on the anti static bag as I heard that was bad). Then just plug in the 24pin motherboard connector, the 8 pin CPU connector, CPU re-seated with cooler attached, 1 stick of ram, 1 HDD and 1 optical drive (to install Windows from). If it has on board graphics then use them, otherwise plug in your graphics card and obviously use the graphics power connectors.
It will help identify whether something within the case is a problem whether it's a short of the motherboard, or the way something is connected within the case.