Newly Built Computer Won't stay on
 

I just built a new computer, and when I turn it on, it stops after 4
seconds. The drive light goes on, the power light goes on, all 4 fans in
the system (CPU, Power supply, case front and back) turn, and I hear one
longish beep before it shuts down. There isn't time for anything to show up
on the monitor.

The system is as follows:

Case - COOMAS|CAC-T05-UB BLK/BL RT
Power Supply - SUNBEAM|SUNNU450-US-BK 450W RT
Mb - ASUS M2N-MX GF6100 AM2
CPU - AMD|A64 X2 3800+ AM2 2x512K R
RAM - 1G|OCZ DII800 OCZ2P800LP1G R

The Power Supply has this temp monitor fan controller thing that mounts on
the front of the case, and it shows 25 deg C before it shuts off. I've
tried with the knob on low, high, and auto, and get the same results, that
is the computer shutting down in about 4 seconds.

Any help will be greatly appreciated.

Thanks,

Jack