Found the video.
 

 
 

Sounds like a short somewhere or a connector is plugged into the wrong place and the Short Circuit Protection is being tripped..Posting your system hardware usually helps.

An 8-pin PCIe connector can be forced into the CPU power socket..That's happened before.

Bent/broken CPU pins during installation can cause problems..That's happened before.

The CPU fan not being plugged into the right header can cause a shutdown..That's happened before.

A metal CPU cooler backplate that's put on backwards can cause a short (one side is insulated), or overtightening a CPU cooler can cause problems..That's happened before.

An improperly positioned motherboard standoff can cause a short..That's happened before.

If you're sure all connectors are plugged in right, try loosening the CPU cooler..If still no joy, remove the motherboard from the case and put it on a table and try it with only the CPU and one stick of RAM installed after you've carefully inspected the CPU socket for bent/broken pins..You can just set the CPU cooler on the CPU by hand.
 
You may just need to take everything apart again and re-assemble things ensuring that everything is properly installed and connected.