help

I removed my cpu today to what stepping it is. In the process of getting in out and back in, I had to remove my video card then the memory stick and then the fan and heat sink and finially the cpu which as it turns out is AGOGA..Good/Bad ? I cleaned up the surface and applied a thin coat of grease that was supplied with the Volcano 7+ fan and heat sink. I then reinstalled everything in the reverse order and turned on the computer. It ran for about 4 or 5 seconds and then shut down. I tried several times and the same thing. I removed all the parts again, video card, memory stick, fan and heat sink and cpu, inspected the cpu, cleaned and then reinstalled all again, same thing happens. All the fans start and run for about 4 or 5 seconds then it shuts down. What gives, did I blow something? Indicator light on the front remains lit.

The quick start/stop sounds like either something is going to ground, or the Fan Off Control (FOC) isn't detecting a fan for some reason. Are you plugging the CPU fan into the correct header?
Also, what model of motherboard do you have?
And welcome to the forums!
Have you tried clearing CMOS?

The cpu fan does run , I didn't unplug it the first time but did the second time to make sure it was plugged in solid. The motherboard is an ASUS A7V8X with an AMD Athlon XP 1900+ cpu I have not touched the CMOS.

Well, clearing CMOS would be the next thing I tried. If that doesn't do the trick, I'd go for a walk, and come back and take another good long look.
Is there even the smallest chance that you misplaced a screw, and it is now causing a short?
I did a quick search, and the AGOGA seems to be ok, but not great:http://forum.oc-forums.com/vb/showthread.php?s=&threadid=128362&highlight=1900+agoga
This place had pretty good luck with one though: http://www.exhardware.com/reviews.php?Id=77