Bad motherboard or CPU? Socket 775

I've read some of the other posts of similar problems but mine seems different.

First of all, can u power up a computer without a CPU installed and still see video on your monitor?

I am building a new sytem entirely of new parts, EXEPT the CPU is old. New Gigabyte GA965P-DS3 motherboard, new Geforce 6800 PCI express video card, Intel P4 CPU (old).

Anyway, when I power up, everything seems to be working but no video when the CPU is NOT INSTALLED.. When I INSTALL the old CPU, the system runs for 5 seconds and then shuts off automatically (and no video during that time as well).

Now, I also tried this using an old ASUS motherboard..EXACT same thing, only when I powered up the old board WITH the old CPU, I saw video on the monitor, but only for the 5 seconds before the system shuts off.

Any thoughts anyone? thanks a heap for your help/input!!!

Did you use any thermal paste/pad when you installed the CPU into the motherboard? If not, it will immediately overheat and automatically shut your system down to protect it.