New build won't boot: some fans turning, no beep or video

When my new system is powered up, the case fan and power supply fans turn fine. The CPU fan twitches, but never gets going. Although I've heard that with AMDs and Gigabyte motherboards that is not necessary a problem. Hard drive is spinning. However, there is absolutely no indication that anything else is happening. The motherboard, as far as I can tell, does not have an internal speaker, but I harvested one from another machine and plugged it in and still no beeps at all. The monitor screen stays black, on both the integrated VGA and DVI.

This is a brand new build, and has never successfully booted.

My parts are:

• AMD Athlon II X2 245 Regor 2.9GHz Socket AM3 65W Dual-Core Processor Model ADX245OCGQBOX - includes CPU cooler)
• GIGABYTE GA-MA785GPMT-UD2H AM3 AMD 785G HDMI Micro ATX AMD Motherboard - Retail
• G.SKILL Ripjaws Series 4GB (2 x 2GB) 240-Pin DDR3 SDRAM DDR3 1333 (PC3 10666) Desktop Memory Model F3-10666CL8D-4GBRM - Retail
• CORSAIR CMPSU-400CX 400W ATX12V V2.2 80 PLUS Certified Compatible with Core i7 Power Supply - Retail
• SAMSUNG Spinpoint F3 HD502HJ 500GB 7200 RPM SATA 3.0Gb/s 3.5" Internal Hard Drive -Bare Drive
• COOLER MASTER Elite 341 RC-341C-KKN1-GP Black Steel MicroATX Mid Tower Computer Case - Retail
• I also have a DVD burner, but it acts the same whether that is plugged in or not.
• I'm using the on board video.

What I've tried so far:

• I've switched power supplies, with no difference.
• I've tried different monitors (of which all are working on other machines) with no difference.
• I have tried putting it one memory module at a time, with no difference.
• I have tried the absolute minimum I can think of (power supply into motherboard, power button ONLY plugged into front panel, CPU fan plugged in), with no difference.

I appreciate any ideas anyone might have. Do I need to RMA the motherboard? This is my first build, so there might be something obvious. I was very careful in assembly with static; I'm confident nothing was zapped during assembly.

Is the CPU seated correctly? The internal speaker from the other build could possibly be of no use anyway if it isn't working itself.

By a "black screen" do you mean the monitor gets no signal? Or it gets a signal but remains black? Is there a prompt?

Sounds like a DOA motherboard to me. I'd say RMA.

Could be the board. Lack of post beeps suggests that something is fubared there: it should be beeping or showing LEDs or something. I'd suggest checking video, but that goes right back to your board, in this case. Hmmm.

This is a stupid thing, but did you check and make sure you plugged ALL the power plugs into the motherboard? I've seen people forget the second one a hundred times. The corollary to that is forgetting to put the secondary power into the fancy graphics card (which obviously isn't your problem, but it's why I think about video).