Hi Dannysmallbone
First of all Welcome to PCHF,
i would first do what TUX said. Something i always forget with P IV prossesors is the 4 pin aux power that they need.
If nothing works try testing out your
PSU. to do this first remove the
PSU from the case.
Then place a fan on one of the conectors.
Next find the 24/20 pin Motherboard conector (the biggest connector) and run a short wire from the pin which has the green wire to any of the pins which have a black wire. Paper clip will do but make shure you insulate it well (ie wrep the conector and paper clip in electrical tape).
then plug you
PSU into the mains.
If the fan turns then the problem should not be your
PSU.
an easier way to test if the prob is your
PSU is just replacing it with an extra 1, if u happen 2 have one liyng around (or borough one).