Tyree

XFX are not reliable products and their support is worse. I would inquire about a credit from and get a Sapphire or PowerColor.
For future reference, always do the buyild on the bench.
Set the motherboard on a non conductive surface. The motherboard box is perfect for this. DO NOT PLACE THE MOTHERBOARD ON THE STATIC BAG! It can actually conduct electricity! We are going to try and assemble a running system outside of the case.
Install the CPU and heat sink.
Install 1 stick of RAM.
Install the video card and attach the power supply connection(s) to the card if your card needs it.
Connect the monitor to the video card.
Connect the power supply to the motherboard with both the 24pin main ATX Power connection and the separate 4 or 8 pin power connection.
Connect power to the power supply.
Do NOT connect ANYTHING else. Make sure you have the power connector on the CPU fan connected.
Use a small screwdriver to momentarily short the power switch connector on the motherboard. Consult your motherboard manual to find which two pins connect to your case's power switch. Then touch both pins with a screwdriver to complete the circuit and boot the system.

If all is well, it should power up and you should get a display. Then assemble the parts into the case and try again. If the system now fails to boot, you have a short in the case and need to recheck your motherboard standoffs.

If the system does not boot after this process, then you most likely have a faulty component. You'll need to swap parts, start with the power supply, until you determine what is defective.