I have tried to boot with a CD and it reads the CD,  starts to boot into Linux, then after a few seconds shuts off before the Linux system can boot to completion.

Pressing F8 gets me the screen for safe mode.  I select safe mode and the computer shows it loading without all the drivers.  It doesn't finish but shuts down.  

I tried just going to the Advanced Boot Options screen and let it set.  It doesn't shut off.  I can let it set on that screen where you choose safe mode, safe mode with networking and a number of other choices.  

It's only when I try to boot that it shuts down.  I think that would eliminate the PSU and the fact that I'm able to start booting off the CD should eliminate the hard drive.