I built a new PC from the following components:
- CPU: Intel Core i7 950
- MB: Gigabyte X58A-UD3R
- RAM: 2x2gb i7 Corsair memory
- VGA: Zotac AMP2 GTX260
- HDD: 1 GreenSATA HDD (Western Digital 500gb RE2)

When I turn it on, it goes for a few seconds, fans at maximum speed, then turns off.
The again, it starts by itself.. and goes with fans on max speed, nothing happens.

First I suspected my PSU. It's a Chieftec 450AA PSU.
After I borrowed a Chieftec 550AA PSU, I tried to start with that.

Exact same story.
Any idea ? Do I need a bigger PSU?

Reason why its not localized. I never seen this turn on, off, on.
If you give answer for that, it would already help people like me, with the same problem.