make sure the CPU is getting power from every connector (I had this same problem and it turned out my 24pin wasnt pressed in all the way). If it powers the CPU fan and everything, and everything seems to power on, but nothing happens and then it shuts off again... Thats normally a safety feature built into the mobo saying that something vital is either malfunctioning (normally not the board itself, as when a board is failing it will just engage a fail safe and not power on to not fry hardware) or not receiving the power needed. Make sure (if you a have 24pin, that the 24pins are in and not just the 20pin with the 4pin dangling next to it... Ive dont that too... lol)
I say keep trying everything, because something like this is normally such a simple fix. From the symptoms it sounds like a power error. Make sure the 8 or 4pin CPU cable is in all the way, as it sounds like the board is turning on and receiving power, and then the CPU isnt.... Thus making the computer shut down, engaging the fail safe.
Just my guess from the symptoms. Good luck
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