OK....
First, test the power supply to see if you can even make it turn on by itself.
Take JUST THE POWER SUPPLY with NOTHING hooked up to it. Have it plugged in and turned on (if it has a toggle switch on it). Take a paper clip and unfold it. Stick the paper clip in the connector that would normally plug into the motherboard and between the ONE GREEN WIRE and any one of the black wires. The fan on the power supply should spin.
Does it? If no: It's probably a bad power supply.
If yes, put a load on the power supply by plugging EVERYTHING but the motherboard into the power supply. DO NOT HOOK UP YOUR IDE CABLES TO YOUR MOTHERBOARD. Do the paper clip trick again. You should hear everything spin up.
Do you? If no: It's probably a bad power supply or something plugged into the power supply has a short that's crowbarring the power supply. If you think it's the latter of the two possibilities; unplug your devices one at a time and eventually the power supply will spin up.
If yes, take JUST the power supply and JUST the motherboard with the CPU in it and see if it powers up when you hit the power switch. It should power up.
If yes, then pop in a stick of RAM and a video card and NOTHING ELSE and try it again.
If no, remove the CPU. Try it again. If it works now, it may be a bad CPU. If it still doesn't work, you probably have a bad motherboard, because a working power supply with ONLY a motherboard hooked up to it, even with NOTHING in the motherboard, should still power up.
Good luck!