I would say that it is a power supply or connector issue. I had some minor setup issues with the EVGA but power supply and ram are common issues.
Also do you have a sata DVD drive? If you do, try powering up the system without it connected. There is a known issue that affects some board/dvd combos.
Nothing personal but I'm not a big fan of thermaltake power supplies (other than their 1200w which is of course not made by them).
To clarify, you only have a 4 pin connector which you are inserting in the left side of the 8 pin onboard, or your PS has an 8 pin native?
Thermaltake isnt great but it works fine for me sofar.
My psu has a 8 pin native, wich is one cable, but the front of the cable can be spit up into a 4 pin so it can be used with older mobos. Its the same thing as a 8 pin because its one cable. For the p5n-e i only had to plug in the 4 pin half of the cable and unclip the other 4 pins. For the 780i i have the 8 pin plugged in.