Looking at it, you've got the CPU fan on the wrong side. You want it pushing air across the heatsink from the front, not pulling it across from the back. That wouldn't prevent a boot though (not having the fan plugged into CPU_FAN might though. Double check that.)
Follow Garath's advice; Take the video card out, and see if it boots. Take all but one stick of RAM (in the first blue slot) out, and see if it boots. Unplug all the HDD's, and see if it boots.
If you have another PSU you could test (even a low power one) try it if all else fails. There were no diagnostic beeps, so it is difficult to tell why the mobo is turning off.
We had a guy in here last week that went through a bunch of steps to figure out why his HDD wasn't working, and in the end, he just hadn't plugged it in properly. My first question to him was "is the HDD plugged in properly" to which he answered "yes" lol. It can happen to the best of us, so step 1 is always making sure things are securely fastened.
Look on the side, and tell us if it lists the 12v rail amperage (it should read like... 30A, 40A, etc).