System will not boot / black screen

:undecided:Problem: System does not boot.  Black screen.
I just put this system together.   I've returned the CPU and motherbd. for exchange, thinking one may be defective.    Still No Boot.   PowerSupply checks out good.   MSI video card checks out good too.   Could it be the memory stick?   Pls. HELP.   BTW - Yes, I did remember to plug in the 4-pin power connector.
Motherbd: MSI 865PE Neo2 (option2) (New)
CPU: INTEL P4 2.4G 1 MB L2 533MH (New)
http://www.newegg.com/app/viewproductdesc.asp?DEPA=0&description=19-116-141&ATT=Processors&CMP=OTC-B1zrat3
Memory: 1 dimm - 1GB PC2700 333MHz DDR SDRAM
http://www.ocsystem.com/1gbpc33ddrsd.html
VGA : MSI Video Card - Geforce FX5200-TD128 128MB TV-Out DVI-I (Tested Good)
http://www.ussa.com/ussaonline/product.asp?dept%5Fid=10610&pf%5Fid=100%2D106%2D1004159
PowerSupply : Enermax EG365P-VE-FC 350W (Tested Good)
HardDrive : 120GB WesternDigital

You got me there.    I only looked at the LED's after it hangs.
I must wait for my reshippment of my memory.   I returned it, and asked them to test it.    If it tested good, then it probably not compatible with system.   My next option was to order GIGARAM 1GB, since it is on the list of recommended DDR.
Sorry, I cannot reboot at the moment.   Do you think it is the memory, or something else?
Thanks,

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