| Unfortunately you end up needing a bunch of spare parts to diagnose what doesnt work on your own. Thats the hard part when these things dont work.
Yes unplug the hard drive and cdrom. Nothing is there to boot of course but you shoudl at least see a BIOS screen or a no OS message.
Is the PS fan at least running when you try to power it on? Do the drives spin up? Do you see any keyboard lights flash or anything? If using a USB keyboard then a PS2 type keyboard. Try continuously strking the key used to enter the BIOS.
If no lights fan or anythign then it may be more likely the mobo or the power switch. Did yo uplug the headset into the front panel jack? Sometimes those are on a little circuit card with the power switch and all the wires run back to the mobo together. a short or miswire there coudl have damaged something.
If you do have lights and fans and it seems to boot maybe but no display the ouput may be goign to a different display output. Try switching where your monitor is plugged in or somethimes there is a hotkey to switch which display is used. | 
