Why wont my pc start?

I'm building a computer and its arriving piece by piece i got Motherboard GA-P55A-UD3, an Intel Core i7 870 2.93GHz Quad-Core LGA1156, Cooler Master Elite 310 ATX case, and Diablotek 650-Watt ATX Power Supply PHD650. The rest of it is on its way but ive built it and it should power on but doesn't. Nothing turns on but the power led on the front of the case. I'm 100% sure i've got everything plugged in correctly.