I can't tell if my new power supply works?

Hi eveyrone. I had a problem trying to install a new power supply. My OS is windows vista home premium on an AMD athlon 64 X2 dual core processor 3800+ with 1gb of ram and a nvidia geforce 6150se nforce 430 graphics card. The model ID is SR5130NX and it's made by compaq. The motherboard is M2N68-LA. The old power supply it came with is made by Bestec, model atx-250-12z rev: D3R
Basically it's the sr5130nx model with all of the standard parts.
I wanted to upgrade some of the equipment in it so I decided to change the power supply to one with more wattage to handle the new equipment, but after switching out the old power supply for the new one the computer would turn on and the power supply was running, as was its cooling fan and the cooling fan on my cpu. I was able to open and close the cd-rom drive as well, but the problem is that the keyboard and monitor and my external hard drive showed no signs of communication with the computer whatsoever. The monitor stayed as if it were not connected to the comptuer at all, the external hard drive did not light up, and the keyboard made no response and I couldn't turn on the num lock light or the caps lock light. After putting the old power supply back into the computer it worked fine again.
Where did I go wrong? is the power supply broken? could it be that the newer power supply is simply noncompatible with my older computer in some way? did I simply connect the cables wrong somehow?
Here is a link to the new power supply I wanted to use https://www.newegg.com/sigma-shark-sp-585-585w/p/N82E16817226001
Here is a link to the old power supply for my computer
http://www.censuspc.com/Bestec--ATX-250-12Z-Rev-S--250-watt-20-4-Pin-SATA-Connector-Replacement-for-DELL-Power-Supply--pr-3372.html
Keep in mind that I hadn't installed any other new hardware besides the power supply.