Hi there maybe a compatability issue,you need to find out your mainboards specs and see if it is compatable?
Maybe buy a You can buy 20pin to 24pin adaptors?+
I would be checking all your connections,is CPU connected/powersupply.
Maybe start again as Hengis said.
There seems something is no correct in your setup?
(Power Supply Unit actually has 24 pins.
20 TO 24 PIN MAINBOARD CABLE CONVERTER
Didn't realise 4 were seperate and plugged in to a different part of the board)??????????????
Some more information as in MB make/CPU/etc..