Well, congrats on having the guts to build you own! You'll learn from the experience if nothing else (and probably take greater pleasure out of it once its all working).
I'm assuming when you say 'the monitor wakes up' you actually see no picture (it just powers on - it being connected via a pass through plug in your power supply (again, a guess), which only lets power through when the computer is powered up).
The first thing I would do is strip down to essentials. Leave the following installed:
Motherboard
RAM
CPU, with heatsink/fan combo installed and plugged into the motherboard
graphics card (if you're not using onboard graphics).
Ensure that the motherboard has BOTH power connectors attached - all modern motherboards (couldn't find yours specifically on the web) require both the standard ATX connector (long plug, two rows of pins (about 20 i think) and the ATX12V connector (four pins - 2x2) connected to run. The computer will not boot without it.
Ensure the CPU is correctly inserted into the socket (hard to go wrong - if it drops into place and the lever was pulled down fully, you're in business). Ensure the heatsink/fan is installed on top of the CPU and plugged into the motherboard.
Ensure the graphics card (if you're not using onboard video) is installed.
Ensure the RAM is installed and both clips on the sides of the RAM are fully clipped in.
Plug your monitor directly into a power socket - you can use an old power cord, or any standard IUC lead (kettles often use these) to plug into the pass-thru style plug if its hardwired into the back of the monitor. This will slightly reduce the load on your power supply (this can be a temporary measure).
With the motherboard, CPU, RAM and graphics card installed, and all the power connectors correctly installed, it should boot.
If it doesn't one of those components is faulty. Try different RAM, graphics, power supply if you have them (the easiest bits). Then you're down to motherboard and CPU to find your problem - much harder to fool around with.
Let us know what happens (and give more specifics if possible - you can never post too much detail).