New power supplys not working

I had just bought a 1.4ghz thuderbird with a ecs mb and i got a new case also it had 300 watts power i hooked every thing up and the fan was tourning but nothing else was coming on no drives hard drive nothing so i thought something was wrong with the mb and i took it back i then got ma money back and here comes the messed up part lol they sale was over so i could not get that board and cpu cobo anymore so i was forced to get the 1.1ghz duron and epox mb is that good? . . . .i hooked taht up and the same thing happend so then i was thinkin like damn i suck lol then i asked soem people and one guy said that is was my power supply that was messed up and i was like damn i just bought it and it jus tmade me mad cause i gave up a 1.4ghz thuder bird thinking it was broke but is it heard of for a new case/power supply to be messed up out the box?? thanks for the replys and sorry about the grammer and stuuf i am not to found of wasting my time with that lol

Some one plz comment on this matter i am like

Hi SuPeR - DaOKeN, welcome to the Forum,
You have got a new Cpu, Mobo & Case + Power Supply, and when you turn on the system, you can hear only a fan, nothing else, is it right?
The fan continue to work, or turn on for a second and after turn off? If turn off, can be a Bios setting that prevent to damage the Cpu, if a HeatSink Fan Rpm signal is not detected, so you have to press 'Del' at boot up to enter into the Bios, and check for this setting.

I hope it helps you