What NWM said. I use an anti-static bag on the workbench.
When you say on, does the fan on the CPU come on and stay on?
1. Double check all jumper settings
2. Double check all switch/led connections. Make sure the On switch is connected to the correct leads. On some MBs, it is a separate set of leads than the other connectors. In fact, at first, just start with the ON switch, leave the rest unconnected.
3. Double check that the CPU, RAM, and video card are seated properly.
4. Unplug HD/Floppy cables, take out all cards except the video card.
5. Clear the CMOS.
Boot up the PC with just the CPU, RAM, and Video card, keyboard, and mouse. What happens?
If it still doesn't boot up, try the RAM in a different slot, and try a different stick of RAM if possible.
Try a different video card.
Then try a different CPU.
If you have another PC that the parts would work in, try them in it.
It's mainly a methodical process of elimination.
Good luck with it.