I wouldn't call myself an expert by any means, but this is the 4th computer I've built and the second SATA based machine. This latest machine is going to be my HTPC machine. It has the following components:

MSI RS480M2-IL mobo
Seasonic SuperTornado 400W PSU
Athlon 64 3000+ chip
Western Digital WD2000JD 200 Gig HD
1 Gig PC3200 RAM in 2 DIMMs
BenQ DVD +_ RW drive
Floppy drive
and a few cards

Here's the history of my install:

Assembled all components and flipped switch.
See all boot screens including all normal BIOS screens
Enter BIOS. Set boot order to CD, Floppy, HD
Insert CD
Procede to load Windows MCE 2005 with no problems (DID NOT PRESS F6 TO INSTALL SATA DRIVER - USED WINDOWS DRIVER INSTEAD)
After intallation, Windows boots and all looks good, I do a few warm boots - no problems, I try to do my first cold-boot and it locks on the first screen and won't let me enter BIOS even though it says to hit DEL to enter BIOS.
I try rebooting several times and I eventually get an error after the first BIOS screen saying the MASS STORAGE DEVICE IS NOT RECOGNIZED.
I load Windows a few more times and get the same problems.
I then (like a doof) try to mess with parts of BIOS I know nothing about and eventually lock myself out of the entire system and only get a black screen on boot up.

I return my mobo figuring I really messed up the BIOS and my supplier was kind enouph to send me another one (same kind).
I install my new mobo and turn on the machine and it loads windows like nothing happened.
I then try to cold-boot and it displays the first screen (with three logos on it) and just freezes on that screen.
I then RELOAD windows again this time using the mobo SATA driver from the provided floppy disk.
Same problem after cold-boot.
I cold-boot about a dozen times all with the same problem, windows won't load and I don't even get the option to get into the BIOS. I just get that screen with the three logos on it. My friend told me I probably don't get the option to enter BIOS because I'm using a wireless keyboard/mouse. (read on for more on this)
I don't have a "wired" keyboard and mouse handy, so I check my ram by booting with one, then the other thinking it might be bad ram. no effect - same problem.
I go to bed feeling like I just spent hundreds of dollars on a machine that will never work
I wake up and turn on my system and Windows boots.
I cold-boot and I get the same problem.
I take machine to a computer shop... Cuz it's now completely beyond me

We hook it up to their keyboard/mouse/monitor and Windows loads. I cold-boot several times and it boots every time. I'm happy. I figure it was the wireless setup.
The tech starts to help someone else and I cold-boot one more time.
The screen freezes on the first screen with the three logos. I want to melt into the floor.
The tech comes over, checks all settings in BIOS. Can't figure out what's wrong.
He notices that I HOOKED TWO POWER CONNECTORS to my SATA drive and explains that is a very bad thing. I asked him how we can determine if that was the problem.
He disconnected the SATA power and I/O cable and tried to boot saying that we should at least get the BIOS.
Same problem. Locks on first screen with three logos. Which means that it has to be something ON THE MOBO (RAM, CPU, BIOS, SATA Controller, etc.).
I pay to leave it with him for diagnostics with absolutely no guarantee that he will even be able to tell me what's wrong.

I later talk with a friend who knows a thing or two about building machines and he theorizes that maybe the dual power hookup on my SATA drive sent to much current to the mobo and damaged the mobo's built in SATA controller and therefore the BIOS couldn't communicate with it properly.

CAN SOMEBODY HERE TELL ME WHAT IS WRONG WITH MY MACHINE? Any brilliant people out there that can save me from my bright ideas?

I would say the motherboard is at fault too.

If you just bought it then take it back to the shop and say it just won't boot. You will get a new one.

I just checked my MB manual (ASUS A7N8X Deluxe) wich is pretty old in pc terms. it says NEVER connect two power supplies into the drive as it can cause serious MB damage. You might want to replace this one and don't make that mistake again

regards

Was that a SATA drive on that ASUS mobo?

So, I gather it's possible to damage the mobo with two power cords connected to the drive. Is it possible to damage the PSU?

yeah, seems like the A7N8X-Deluxe was one of the first MB supporting SATA. To your question, I doubt it. Might be your CMOS goes nuts, resetting it could help.