Newly almost built PC turns on and then back off?

Some Mobo's will not boot without a HDD in place... you will also need to get your cd/dvd drive in so you can boot it with your Mobo's system disk to set up your BIOS settings. You really shouldn't even try to power-up until you have everything in place and secured. Is anything wrong... at this point I would say probably not... get the rest of it together and put the mobo disk in and boot it, then we could know more.