New computer won't post without clear cmos

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I just put together a new system with the following

Shuttle SP35P2
Core 2 duo E6600
ASUS 8600GT 512MB
2GB Corsair RAM
500GB sata seagate HDD
ASUS IDE dvd drive

At first it started fine, I was able to install windows and everything. But now when I turn it on the hard drive activity light is only on for an instant then nothing happens, the fans are going but nothing on the screen, after restarting/swearing for 5 or so minutes it will turn on and everything is completely fine, like it's mocking me.

If I clear the cmos (which this case has a handy button at the back for) it will turn on fine, but only once. It also works sometimes if I open up the case and unplug/replug stuff.

Once the computer is on, it works fine, and sometimes restarting works, but if I turn it off overnight, it won't turn back on without a cleared cmos.

Am I missing something obvious?
 
If you get the fault again
And remove all power (power cord out)
And then hold in the ON button for 30 secs (dispersing all internal voltage)
Then plug the power cord back in
And turn on

Does it work?

If so, I'd say Power Supply
 
Returning it may be the best option but since I won't be able to do that until monday I'd like to have another try to fix it. Also, I built the computer myself (to some extent, the shuttle had some pieces together) so I would need to know what's not working to send it back.

I tried the hard drive on another computer (using a usb connecting thing) and did a whole pile of tests from that seagate testing utility and it all worked fine.

I've just (as I am typing this post) tried to use the ultimate boot cd, and now it boots up and runs windows and everything (I just put the cd in the drive, it didn't even boot to it). I tried turning it off and on again a few times but it still works. This is very confusing, I don't know what's going on here.

Could it be that it's damn cold here?
 
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