just find the two pins that the power jumper connects to then use anythign metal to connect the two pin together. I usually dont want to bother finding the right two pins so i just run a screwdriver over the top of the pins until it comes on.
The mobo manual will tell you the location of the power button jumper.
If you can't short the jumper and make it work, check your power supply and motherboard. Also make sure that no pins are bent on your CPU and that your memory is seated correctly.