Computer starts up, shuts down, then stays on for good

Weird issue I'm having here. Just built an new rig and I'm having a weird issue with the fans coming on and such (no visuals on the monitor)... then it shuts back down and quickly repowers to a successful and quick boot. I have no issues after hours of stressful gaming. This only happens at startup. My system is based on the Asus P8P67 Mboard.

Should I be worried about this? I'm dangerously close to my thirty day refund on the thing... Any help on this topic would be greatly appreciated.
 
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