Do you notice any beeps, do you hear the fans running? Have you checked any of the hardware?

No beeps, all fan work (heatsink fan, psu fan, case fan, fan on video card), only hardware thats in there right now is mobo, ram, cpu, video card, hard drive, and a dvb capture card...everythig seems to sound like its working then it just shuts off after like 30 secs

could be anything. suggest you check all the connections, are they properly connected, are the cards in firmly.
Then move round the board cheching each component as you go.
What make/model motherboard? what bios? Does it post (beep) when you turn it on, if so how many times, long or short beeps.
What was the last component added before it stopped?
If it has two ram sticks try one at a time, if it works with one and not the other thats it.
one way is to take everything out that you can till it runs then add one at a time until it stops again, thats your iffy component