Long beep and Dark screen when I start

Question

Hello there!
I just bought myself a new gaming computer for the summer, Iwe spent about 10.000KR, thats about 1,500Usdollars, but I cant get the damned thing to work, so Im posting here hoping you experts could give me some suggestion about what to do. And by the way, Iwe build a couple of computers during my time, but lost the hang of it, and do not posess too much knowledge about the newest of hardware =)
So, lets get on with the problem;
I build the pc myself, and after plugging in the various power cords and such, I hear a loud beep that won't stop when I press the power button, and a blank (or dark if you will) screen.
Now, all Iwe connected to the mainboard is the screencard (In the topmost PCI express 16x), one SATA-disk (In slot 5), one 1gb DDR2 chip (In the left-most green slot), and one CD-rom (By an IDE-cable in the yellow IDE-slot)
I think the problem is that Iwe connected some power-cords wrong, or that I dont got the right ones. The ones Iwe connected to the mainboard is a 24-pin (into the ATX1 slot), one normal "thingy" (Uhm, like the ones you put into HD's and CD-roms, normal 4-pins I think its called) into the JPWR and one 6-pin into the JPW - Besides that Iwe connected the HD and CD-rom with normal 4-pins.'
So my questions is as such;
Do I need an 8-pin to the JPW instead of the 6-pin I got?
Do I got enough power in my PSU?
Do I need to connect more or less power-cords?
Have I forgot something?
Should I buy a new (and more appropriate) PSU?
The specs of the computer is as following, and I apologize the links, but as said, im not as good as I should be:
Mainboard:
975X Platinum PowerUp Edition - http://global.msi.com.tw/index.php?func=proddesc&prod_no=267&maincat_no=1
PSU:
Hiper Powersupply ATX 480W Black, 14dB  Type-R,120mm Fan,2xSATA,20/24pin - http://www.hipergroup.com/English/products/hpu-4m480.html
CPU:
Intel Core 2 Duo, 2.4GhZ - http://www.intel.com/products/processor/core2duo/index.htm
Screencard:
GeForce 8800 GTS - http://www.nvidia.com/page/geforce_8800.html
Ram:
Twin Mos DDR2 PC6400 1024mb
I thank you for any help you may provide
Sincerely
Dag Christopher
Edit:
Just figured out the problem, I forgot to connect the last 6-pin rectangle to my graphics-card, making it a total of 4 cords just to the graphic and mainboard.
Anyhoo, thanks to you who tried to help, it got my mind started

Answer 1

Yes, I can see that now..
Iwe plugged the 4-pinned square plug into the JPW and also unplugged the CD-rom and HD just in case.
But I just tried it, and I still get a loud beeping sound that wont stop (until I turn it off) and a blank screen..
All Iwe got connected now is the JPW(4-pin square), JPWR(normal 4-pin) and ATX1(24-pin)
Thanks for the tip, sadly it wasnt enough :P..