I couldn't find any switch to change the voltage on the power supply. So I should take it out and try to power it on by touching the the two power pins with the tip of a screw driver?Is the power supply set to the correct voltage?
At this point I think you need to take the case out of the picture. Do a setup of only the basic parts outside the case and see if you see power.
If you still don't get anything, sounds like a bad power supply.