Computer boots, No POST beeps or Monitor

Hello,
I recently built a brand budget gaming system. I made sure everything was securely in place, and where they were supposed to be. The problem came when I plugged my monitor in and went to boot up for the first time.

The monitor would not come on, just stayed with the yellow light on. It also would not POST as far as I am aware. Since I have never used this MB before I do not know if it has speakers built in.

I tested the PSU by changing video cards to an older one that I know works. But that is about as much as I can think of atm.

PSU: Thermaltake TR2 RX 450w
CPU: AMD Athlon 64 x2 5600 bisbane.
MB: GIGABYTE GA-MA790X-UD4P
Video Card: PNY GeForce 9800 GT EE 512MB
RAM: WINTEC AMPX 2GB 240-Pin DDR2 SDRAM

Any help would be greatly appreciated.
Thanks.