Dual Xeon board not starting with 1 CPU

I just put together a computer with an Asus PC-DL Deluxe board with one 2.66 GHz Xeon processor. I emailed Asus a while ago and they told me the board would work with just 1 CPU. When i turn on the power supply the board definately gets power, because some of the LEDs go on, but when i hit the power button nothing happens, it won't start at all. Do I need a dummy CPU in order to get it to work? if yes, where do i get one, cause i didn't receive one with my board? and if no, what other possible reason could there be for it not starting up?