Well, the first step is visual inspection. Ya gotta open it
up and look
Do you have some thermal paste available ? You might need that,
so you can remove the heatsink and inspect the condition of
the processor. This web page gives an example of putting new
paste on the CPU. If there was a pad or phase change material
on the heatsink, I'd remove it and use some paste, as it may
be difficult to get good contact again when the heatsink
is reinstalled. And the heatsink can be rotated 180 degrees
by accident, so make sure the contact area on the bottom of
the heatsink, is centered over top of the CPU die, when you
put it back on.
http://www.arcticsilver.com/arctic_silver_instructions_small.htm
This might not be exactly the right board, but it could be
close.
http://www.msicomputer.com/product/detail_spec/KM133A.htm
At that vintage of board, the motherboard might not have
any protection against CPU overheat. If the heatsink/fan combo
were to fall off, because the clip broke, then the CPU might not
have any protection against overheat. Similarly, if the heatsink/fan
was clogged with dust, that might also have led to its demise.
Before disassembling anything, you can also take note of any
fans that have stopped spinning, like on your video card or
whatever.
You would want to visually inspect the motherboard capacitors
(aluminum cylinders with a plastic sleeve on them, tops of
caps should be flat and should not bulge). Sometimes the tops
are OK, but when you look near the base, you see a brown stain
dried on the motherboard, and that is electrolyte that has
leaked and dried on. A failing cap will either cause the
quality of the Vcore voltage to the CPU to be degraded (leading
to the "high-low" alarm through the case speaker), or altogether
led to the destruction of the regulator circuit. In a case like that,
you may see a burnt MOSFET or the "donut with wire on it" could be
burnt as well.
The top of the cap has a cross or the letter K stamped in the
metal, and the purpose of the cutting of the metal, is to
form a pressure relief point, in case the cap wants to blow.
Capacitors can blow like a fire cracker, if they are stressed
the wrong way (and electrical engineering students like to
play that prank on one another, so everyone gets to see at
least one of them blow up).
If there is absolutely no visual evidence to go on (everything
is still in show room condition), you've pulled the heatsink/fan
and reapplied thermal paste (and the silicon die of the CPU is
not discolored), then the next step would be to try another
power supply. If you had a multimeter, you could try
testing the voltages as measured while the current power supply
is running. You can probe the top of the 20 pin connector and
compare the voltages seen, to an ATX power supply design spec.
(Pin side view of connector pinout is on page 29.)
http://www.formfactors.org/developer/specs/atx/ATX12V_1_3dg.pdf
If you don't own a multimeter, there is a danger you'd be
buying a power supply for nothing, and it could be that the
motherboard has failed in some invisible way.
It helps a lot, to have more than one computer, and be able
to borrow components from one, to test the other.
Another testing technique, is to remove components from the
motherboard, and use the beep error codes as an indicator of
health. To make the beep sound, the processor has to be
able to execute the BIOS. That means, if you just have a
motherboard, the processor with the heatsink/fan still installed
and working, and a power supply, that lot should be able to
beep the computer case speaker, and tell you there is no RAM
present. If that test fails, then at least you know it is
motherboard, CPU, or power supply, and you can then proceed
to disassemble the heatsink/fan for a look.
If you've never been inside a computer before, and you've lost
the manual, the very first thing you do, is make notes of
where all the wires go. On ribbon cable assemblies, there is
usually a red stripe on the pin 1 wire, and you also take note
of which way the red stripe goes.
Another rule for you, is to make sure power is removed from the
motherboard, before adding or removing components. The easiest
way to guarantee this, is to unplug the power supply, as there
is no mistaking the absence of power by following that rule.
Memory sticks can be damaged by adding or removing them when
the system still has power.