Two things off the top of my head-
1. Get some Arctic Silver and DO NOT TRY TO TURN YOUR SYSTEM ON WITHOUT THERMAL GREASE!!! Put the Arctic Silver between your cooler and your CPU. If there is no contact mechnism, you will have very inefficient heat transfer and you will eventually make yourself an expensive paper weight out of your CPU because of it.It will litterally burn itself up.
2. To check your PSU, unplug your video card from the system and check if it powers on. That PSU you showed may have wattage, but may not have enough amperage on the +12 volt to kick the system on with the video card in the system. If the system turns on without the video card in the system, your PSU does not have enough power.
-S
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