I have a PC with Asus P4P800 motherboard. I was using P4 2.4GHz at 533 MHz FSB, so I wanted new and faster PCU. I flashed my BIOS to the newest version with Asus Live Update, after I rested the BIOS. Now my P4P800 wont boot with my new P4 3.0e PCU. My PC is dead, so I must use my laptop to write this post.
Im not a big expert about this kind of things, but I know that P4 at 3GHz is famous of getting hot really fast. And many people underestimate the cooling needed for this PCU. But you did not say if you BIOS is working. Do the LEDs light up? If they dont, your motherboard isnt getting any power. Maybe you used older version of Asus Live Update tool and you must use the newest one. The easiest thing is to contact the Asus and ask them what the problem is. Or maybe someone here can help you.