Try this:
Remove the battery, so that the BIOS resets. Loosen the motherboard screws (don´t take them out, just loosen them), and take out the AGP card screw (the one that attaches it to the case. Connect everything, and try it. If it doesn´t work, move the AGP card around a bit, and try again.
I had this happened to my old system, the AGP card didn´t fit the motherboard slot just right, sometimes i needed to move it around a bit, so that the connectors got into contact.
You should try all the components seperately, try the cards on a working system, try the HDD, and power unit. If they all work, either you have a compatibility problem, or a bad connection between components.
What AGP cards do you have? Does your RAM work?