Right today I got Windows 7 installed Hooray
I disconnected everything again, took the Motherboard out of the case and double checked the Heatsink on the CPU and what I found was that one of the push pins was not completely through (you can check this by looking under the Motherboard), I'm talking here about 1- 2 mm, but it seems it was enough to cause the CPU to shut down my PC. Anyway BIG THANKS Dark Mantis for your help and advice.