That leaves us with the new heatsink/fan? I am not sure exactly how long your kit powers on for, but modern processors heat up very quickly, so if that installation is not perfect, you might have a problem there?..............it will shut itself down before the boot even gets to start.
I now understand why you think it might be the CPU. Scotchguy, please understand that I have not slept for 40 hours (I am now going to bed ) and I am cranky and not thinking very logically as of now. I thought you were trying to say the CPU might be faulty. The symptoms you described aren't the symptoms of a faulty CPU. However it could be a temperature issue as nihil stated.