What your descries aboveyou describe makes it seem like youryou forgot to plug in your ATX 4-pin 12V (it can be 8-pin for 2 line of 12V, depend on your motheboard)ATX 4-pin 12V supply for CPU(it can be 8-pin for 2 lines of 12V, which regular palacedepending on your motherboard) for the CPU. The socket for this is usually placed near the CPU socket.
Both CPU and PSU are fine, but forgotnot having that 12V supply will cause system run up for few second before auto power downthe system run up for few second and then auto power down (it can automatically start up again and then down, and so on)
update: Your motherboard is 4-pinUpdate: Your motherboard has a 4-pin socket, locatelocated at I on page 11"I" on page 11 of your motherboard manual.