PC turns on lights but shows nothing -- won't turn off with power button

Some time ago, the PC gave the same problem. It wouldn't turn on. When I pressed the button, it turned on but showed nothing. I had replaced the CPU and that seemed to work. I didn't use the PC that much, rarely you know. But now, after some time, it gives the same problem.
It turns on, the front light is on, it makes the normal noise the pc makes when it's turned on , but if I try to shut it down by holding the power button it just doesn't work.
So again, I tried replacing the CPU and it worked again. I kept it all day working, just to be sure, and sometimes I would restart it and it would work again. No problems at all.
So I turned it off at night, and next morning it just would make the same problem. So I tried replacing the PSU. And it worked again.
Now while I had the PC with the new PSU, I tried to insert the old CPU, and again, it would turn on.
So I bought a new PSU and installed it. The same thing, tried restarting too, and it would work. But this morning the same problem happened.

I also tried another CPU today and yet no signs of working.
I don't know now what to think.
 
The motherboard is most likely bad now... CPU's rarely fail. I wonder why you have had to change so many:(
 
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