Grrr....building A Pc Is A Fking Pain

well i got my new parts delivered yesterday. here are the specs:
asus p5k deluxe
intel core 2 duo e6600(i know i shoulda gotten a q6600 but oh well)
evga oc'd 8800gts
2x2gb ocz platinum ram
...and blah blah blah


but the problem is that i dont know how this intel boards work. as far as know with my amd exp. that when no processor is installed the mb does not turn on. but this one does. and aslo even if the put the processor in it does nothing, all it does is power up and makes the fans spin, no beep, no anything. FK. and an another thing is that even if the turn on the pc the cpu does not even get warm stay's stone cold. GRR...

i'm about rma both the cpu and mb to be sure.

what's ur take on it guyz, is the mb supposed to still supposed to power up and do nothing even eith no processor installed?