Check all the connections again.
Make sure fans are properly connected.
There are jumpers on the mobo for setting the FSB. Make sure they are set to 1-2, not 2-3 (double check with manual).
If 2 hard disks are connected (but sounds as though you've connected only one) to the same ide channel, make sure jumpers are properly set as master and slave.
Remove extra RAM modules and just leave one in. If one doesn't work, try the other one(s).
If after all this, you still can't get into BIOS, try disconnecting the hard disk, and try again. If that still does work, try clearing CMOS - see if there's a jumper to do it - check manual on how to do this.
If you can get back into BIOS, try using the default settings, even if it detects the wrong CPU. Also make sure that boot virus detection is disabled.
When installing XP, use one memory module first. After XP is installed (if you get there), add memory and change BIOS settings if necessary.