Having had a proper look at your board, the ATX_12V CPU connector is a 4 pin not an 8 pin. This should be connected. The CPU fan is just below it, likewise this should be connected. The blue sata ports (0,1,2,3) are the native intel sata II 3gbs ports. The gsata ports (white) are sata III on a marvell chipset.
Personally, I would use the blue intel ports until the board is running, then when you can get into the bios, make sure the marvel chipset is enabled.
I am downloading your manual for a quick review.
EDIT It is the DEL key you need to keep pressed as it is booting to enter the bios.