The fan on the power supply itself should be running.
Is it?
As far as connections:
you should have the 24pin and a 4 (or8) Pin for the CPU to the MOBO, and the little CPU fan wire that connects to the MOBO.
It is quite possible the power supply went out, CPU Died, or both.
Although we could have another issue entirely.
couple Questions:
How does the CPU look? Any abnormal signs?
A burnt smell in the area still?
how about the board itself in that area?
Also, you should have a beep of some form. Even a short beep to confirm no issues.
It may be a great help to you to hook up the little speaker that came with your motherboard to help assist you narrow down the issue, if it isn't already. provided the MOBO is OK,
it will tell what is wrong through the series of beeps, or at least point you in the general direction to look,so that little speaker will help a lot.
At this point, I would disconnect everything that isnt necessary. Only 1 stick of RAM and all other things that aren't absolutley needed for basic operation. DVD Drives, Even the Mouse.
Unplug all power, and reset the CMOS.
Pull the little battery and wait 5-10 minutes.
put it back in and re-connect power
Try to boot again, and see what happens. if you can get to bios, reset to optimized default.
Would also be helpful for further troubleshooting in this case, if you have any spare PSU, (doesnt matter what size) that you know works, and a possible spare CPU you know is good.