PC beeps once and shuts down ''only'' when I have a CPU in my PC

Hey guys

My computer started to not work 2days ago, it just randomly crashed when I was playing a game, it doesn't respond when I'm pressing the power button only when pressing the switch on it's back, and when turned on it only beeps once and shuts down but this only happens when I got a CPU in it, when I remove the cpu and turn the switch it just boots up without shutting down, I bought a i5 today but the problem is still there so not quite sure what's going on, might it be the motherboard, or am I missing something else?

Remember it only starts up when there's no CPU inserted.

- It's not my Power Supply since that's a month old
 
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