Did you purchase this from Amazon or another seller in Amazon disguise. If from Amazon, then a return and replacement is easy. If from somewhere else, then you will have to check with them on return fees and all of that. I always ensure I get my parts from Newegg or Amazon as their returns are just about automatic.
In the past I was able to get a replacement from Amazon before I sent the original back. Not sure if they still allow that option.
If you do return it, don't forget to remove your processor. I have read in some forum where someone did that.

I bought everything directly from amazon, except for the case, which is from newegg

DOA's happen. I've gotten a few. It could have been something you did, but it also does happen during shipping and I am sure a few ship out of the factory defective.

Im also thinking that there might be a problem with the 24 pin connector. It doesn't seem very secure. I had this problem earlier and fixing the 24 pin connector fixed it. But now it still seems loose.

Is it one of those 24 pin connectors where four of the pins are removable. If so, I have had problems with them. You can usually plug the four additional pins in underneath the main 20pin part, which will seat it.

I saw you post that you put ram in slots 1 and 3 and then 2 and 4.

I'm not sure if I'm misunderstanding this, but with 2 sticks they should be side by side.

EDIT: First stick on either end, next stick right next to it.

It's not the removable 24 pin connector.

According to the motherboard manual it's actually slot 2 and 4 for that board. However, not sure if he tried just one of the sticks.

If it's dual channel the RAM is spaced one slot apart usually. At least on AMD chipset boards and nForce boards before a certain year.

Question for the OP, do you have a P.O.S.T. card for troubleshooting? It goes in a PCI slot on the motherboard and gives error codes when booted, It doesn't have to POST for it to work.

I have a cheap one from China and one made by SOYO.

What confuses me is that this guy has the exact same build, and he puts the ram in slots 1 and 3, and his worked fine.

http://www.youtube.com/watch?v=b4Qdo9x7cUg

Using only one ram stick didn't work.
I don't have that.

Ah ok. :) Sorry!

When you have time, definitely invest in a 4.00 USD P.O.S.T. card for troubleshooting.

Definitely sounds like a motherboard problem (assuming you plugged in the power cables correctly). RAM actually needs to be pretty messed up to give you an error during POST (lesser RAM problems tend to just cause random crashes and other wonkiness). Having both of your RAM sticks be that messed up is possible, but much less probable, and shifting the sticks through different RAM slots rules out the possibility of a single bad slot causing the problem. This makes a motherboard problem registering as a RAM error the most likely issue. However, I'd recommend you RMA both the motherboard and the RAM just to be on the safe side.

I would love to help you fix your computer problem but it's kind of hard without having the comp in question in front of me to help troubleshoot it.. Although, I read that the motherboard isn't starting at all now? If that's true, make sure it's not grounding out (make sure all the screws are in the bottom plate where the motherboard is seated, with spacer pegs if the case/mobo came with any). Other than that, I would definitely recommend you take your comp to a comp store and let them fix it for you before you do any/more damage.