I went through something similar building my first PC. I had worked a summer job just to be able to afford one, researched all the parts obsessively, and slowly waited for all of the parts to be shipped to rural Alaska. I put the all of the components in the case, flipped the PSU switch, pressed the power button, and -- nothing, not even a BIOS screen. Five red LEDs were lit on the motherboard, indicating a major hardware fault: CPU, motherboard, RAM, or PSU. Well, there was nothing else for it but to start replacing the parts one by one to see what was broken. It would take a day or two to get the Return Merchandise Authorization, and two weeks shipping time in either direction, so every month or so I would get a new part in to try to get this machine to work.

That went on for about five months. I was crazed with frustration, and a growing pile of electronics boxes, tools, and testing devices filled the corner of my room. I had a collection of components which I was sure were working: the system at least appeared to boot to BIOS when lying on the workbench, but when all the parts were hooked up inside the case, we got five red lights again: major hardware fault. Finally, at the limits of my frustration, I turned to my brother for aid: "It works on the bench, but not in the box. I don't know why. You figure it out."

He returned not five minutes later with the widest grin you can imagine. I was incredulous, and this was a better practical joke than he could ever have devised. He showed me that having the case's reset button (correctly) connected to the motherboard caused the error condition. I was so thankful that I almost didn't want to strangle him!