Make sure you never pull the power cable out...remember that you can always reformat things and redo them...never pull that cable out. If your hard disk is in the middle of writing and you pull that cable out...it can PHYSICALLY damage that hard disk...it can actually scratch the drive.
That aside...
First things first. You do not need a hard disk or CD-ROM to power things up. How I approach troubleshooting is by eliminating as much as I can possibly eliminate up front and then adding one component at a time. So..
Disconnect the CD, Hard Drive, DVD, Whatever...Keep the CPU and ONE stick of RAM. Uninstall any PCI devices...keep only the video card. Pop out the BIOS batter (looks like a communion wafer) and unplug the computer from the wall. Count to 15. You've just reset your BIOS to factory settings. Plug the battery and computer back in. Try powering up.
If you get it to power up, insert one compenent at a time until it stops powering up. Then you've found your problem. I hope you can at least get into a BIOS screen. I know something I've found considerably useful is a power supply tester (ATX) that I got at CompUSA. It checks all the power supplies I troubleshoot and I can eliminate that as a problem right away. The easiest way to test the processor is to plug it into another motherboard...but for some people this isn't an option. So, I hope you can get something to happen.
Reading your post...I don't think you've burned out your CPU...I would be more likely to believe that your motherboard is messed up since It draws a lot more electricity than the CPU does.
TKS