Often you'll find your RAM is at fault, but really it could be a number of things (motherboard is the other usual suspect). If you literally mean NOTHING happens, is your power button in the motherboard the right way? If so your motherboard is probably bunk.
If it's new, simply get it replaced. If it was me I'd check everything was plugged in properly and start trying different RAM configurations (1 stick only etc.)
Others will have better ideas I'm sure...