The problem might be with your power supply, even if it is brand new.
Can you test with another psu?
Make sure that you have connected the power supply's 8-pin EPS12V connector to the motherboard.
Verify that that the 24-pin psu power cable is fully seated and that there are no loose wires.
You definitely have a power problem from your description.
Your 24-pin memory might be a problem, 240-pin memory is OK. ;)
Try booting with only one memory module installed.
I always build and test a new system with the motherboard outside of the computer case with the mobo on a cardboard box.
Disconnect all hardware that isn't necessary for booting into the bios including ssd, hard drives, optical drives, add-in cards, etc.