Asus P4R800VM - CPU Fans Spins 1 Second on Boot, Then Stops

[Al]

I just bought an Asus P4R800VM motherboard, installed
a new Celeron 2.4 Ghz processor, attached the CPU heat
sink/fan, and then hooked up a Zallman 300w power
supply. All these in a Silverstone case. Nothing else attached.
After pressing the front power button, the CPU and case fan
spin for about a second, and then shut down.

Any ideas what is wrong?

 

[Al]

I attached a hard drive, and the board started up fine. My bad.

 

[DaveW]

I believe you have to have the RAM and video card installed in order to boot
up.