being new doesn't mean its good or reliable...
Tell us the brand, model, and +12V rating from the sticker on the power supply...
try unhooking all but the video card , processor (and heatsink obviously), and 1 stick of memory, only plug in the keyboard.... see if it boots correctly then...
If it does, keep adding components singly until it doesn't..
If it still doesn't, take it out of the case, and assemble it the same way, (barebones) on a non-conductive surface...cardboard works well