Trouble with new PC build

I just bought some components from Tiger Direct to assemble a new PC,
and I'm having a problem. I hope someone can give me some advice. I
bought:

- Biostar P4M800 -M7A socket 775 motherboard
- Pentium D 840 3.2 GHz DT 800FSB CPU
- 2 x 512MB PC3200 DDR 400MHz CL3 RAM
- Ultra 500w Power supply

I've connected the motherboard to the power supply, keyboard, and
video, and installed the CPU and fan, and 512MB RAM. I initially
connected it also to a floppy disc drive and unformatted hard disc, but
disconnected them in order to troubleshoot. Here's what happens:

When I turn the power switch on, the CPU fan spins up, the hard disk
(if connected) spins up, the keyboard lights flash briefly, floppy
light flashes, and one of these things happens:

- the Biostar startup graphic (rolling green hills with a windmill)
appears, with the direction to press <Del> to enter setup

- the POST messages screen comes up. It correctly identifes the hard
disc (if connected) and amount of memory. The options are "Press F8 to
enable system configuration", "Press F9 to select booting device after
POST", "Press F1 to continue", and "Press DEL to enter SETUP".

- just a blank, black video screen.

At this point, the system seems hung, and the keyboard doesn't respond,
if it ever did. The power-off switch doesn't work unless I hold it in
for 5 seconds.

So, my questions are...

- I should be able to get into setup with no storage devices attached,
shouldn't I? How about with no memory installed?

- If it's a defective component, which is the most likely suspect -
motherboard, PSU, CPU, or other?


I've put together several PCs over the years, but not for a few years,
and the technology has changed quite a bit, so it's another learning
experience for me. Am I overlooking something obvious?
.

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