I wouldnt doubt that you're current was set to either 225 and ur in the US or 115 and ur in EU. Make sure you're psu is set to the right voltage.
If this is the problem, you probably fried your psu.
This is the mobo http://www.newegg.com/Product/Product.asp?Item=N82E16813170147 and it turns on for about 3-4 seconds, then while running, it beebs for about 1/2 a second and shuts off, but i don't think the psu is fried, because the front led lights are still on.