Ok earlier you said you have an XP cd . Please remove your ide optical drive from the machine you are on now and fit it into the new build and try to boot from the xp cd
As I said before pretty much all bios's set to default when first booted will automatically boot from the cd when there is no file table on the hard drive. So if all was well with the build in normal circumstances the machine would have just booted from the disc without setting boot from cd first.
My machine does boot from sata roms though so by rights yours should. I want to rule out a dodgy drive.
You did not go into any more detail earlier did you? where you said the machine just turned off. Has this happened since?