I think you've somehow shorted the power with the button lead so that when you plug it in, straight away it starts up, and the power button won't do anything since to the power supply, its already set to on.
Double check the little leads that plug into the motherboard (the ones for the buttons and lights) are all plugged up correctly and in the right spaces
The motherboard manual should help with this, but you do have to be careful. Thats what it'll be anyway
I hope this helps