I presume that the cooler was installed correctly? Did you attach the power to the CPU fan connector? Sometimes boards will check this connector to see if the fan is spinning. If its not, the PC wont start because it thinks the cpu will get damaged. Make sure its not attached to the SYSTEM FAN CONNECTOR.
Does the pc give you any beeps?
The best way to go about finding the problem is like so:
Clear the BIOS.
Check the PC to see if it starts.
Strip the pc down to CPU & Cooler, Memory, and GRAPHICS card.
(Remove all IDE cables from the board and all other cards).
Check the PC to see if it starts.
Remove the graphics.
Check the PC gives you beeps.
Put the graphics back in, remove memory.
Check the PC gives you beeps.
Try that, then get back to us when you know which optioins above were working etc.