asigh, psu fan is not working. this don't relate to motherboard's jumper. does it?
Maybe asigh meant the front panel connections on the motherboard.
@Nemesis: Double-check all connections, including the front panel headers. As neeraj suggested, you can test the PSU in another computer, or temporarily fit a working PSU from another computer into the new rig.
If another computer is not available, here's what you can do to test the PSU by itself:
1) Disconnect all loads from the PSU - 4-pin and 24-pin connectors to the motherboard, HDD, optical drive and any other load.
2) Look at the 24-pin ATX connector and identify the green wire and the black wires next to it.
3) Take a short piece of wire and use it to connect the green wire to any of the black wires. Like this:
*a.imageshack.us/img835/4632/psutest.png
4) Now connect the PSU to the AC mains and turn it on. It should turn on and the fan should spin.
This is not a complete test as it will not test on-load performance. But it will tell you if the PSU is completely dead or not.