Hey, does your motherboard have an onboard speaker?
Try turning the system on without and ram installed, if your have an onboard speaker on the motherboard, or a case speaker you can attach, you should hear some beeps coming from your motherboard...
The beeps are a good thing cause that means your motherboard is detecting your cpu. When you installed the cpu did you make sure it went in correctly 100%? And that none of the pins on the motherboard where not bent...?