Not getting BIOS setup screen, 3 pins on processor blue

[Kazeforever]

I just recently tried my hand at building my own pc and im not getting a first boot screen and well im pretty sure the motherboard is getting power since the cpu fan is spinning and everything of that nature. But no bios setup screen and i didnt think my cpu was fried or damage but when i lifted it out of the motherboard theres three pins that are blue on the top left of the cpu could this mean that my processor is bad i dont have a spare to test right now just wondered if anyone had any ideas what might be going on.

This is what i got

Gigabyte GA-H67M-D2 Mobo
Intel i5 2300 2.8ghz
Kingston 2gb Ram x2 KHX1600C9D3B1K2/4GX
Sparkle ATX 500W PSU

It came together in a kit so i assumed everything was compatible if anyone can help me id appreciate it

 

[Tedster]

I'll assume the 3 pins are in the corner indicating the orientation of the CPU. Start out simple and take the mobo out of the case and put in on some cardboard and try to power it with just ram, cpu, and cpu cooler attached. If you get a screen, you should be ok.

if your pins are "burnt" then yeah, that's bad - you got a short.

 

[mike1959]

If you followed printed instructions, check again where and how many motherboard 'standoffs' are used to lift/fix the board to the case, (could be 4 or 6).
*Also, check which key is used for BIOS access, usually F2, BUT can be Esc or Del.
**Check for any missing power connections to CPU.