I fucked up my new computer

Well, I was given a bunch of parts from a friend who used to want to make their own computer before their parents bought them a 5000$ Mac laptop. I bought everything I thought I'd need, since the mobo had intergrated audio and video. I follow the manual to the best of my ability, had some issues installing the heatsink and CD-ROM drive, but everything else went in without a hitch. I plug in a monitor, mouse, and keyboard, and power it on for the first time. It sounds just like it should, CD-ROM drive opens and closes, and attempts to read a CD I put in. Unfortunately, neither the light on my keyboard or mouse goes on. I'm also getting no picture. Can anyone give me some tips? My motherboard is here: http://uk.shopping.com/xPF-MicroStar_VIAPM266A_M_ATX_P4_S478_533MHZ_2_8GHZ_PRESCOTT_LAN_3PCI_4XAG0

Also, I can't get the fucking heatsink off, if anyone can explain how to do that, I'll be happy.