Mobo/processor problem

[handsome]

Tried to set up a new motherboard/processor combo today with no success.

Leaving only the RAM, video card, and HSF in (no CPU), the board seems to be working fine (HD and CD-ROM turn on) but it doesn't boot up.

After putting the CPU in (Sempron 3100+), the HSF turns on for a second and dies out. Is this definitely a processor issue or maybe something else like power supply?