Well, with most mobos you don't need any connected to boot because larger boards have an onboard power switch. This one doesn't, so unplug everything and just make sure power switch is on the correct pins.
The power switch pins are the second set of two in on the top row from the left.
(The reason for two power LEDs is some use a connection across three pins, some only use across two, so whichever suits, but you don't need plugged in, generally, to power up mobo).
If it doesn't work, try plugging the reset switch onto those two pins and using that to boot.
If neither work, then see previous post above for advice moving forwards, as you're looking at either faulty PSU which is the easier thing to get a replacement to test for, or most likely faulty mobo, which you need to send in for replacement.
EDIT:
Oh oh oh, one more thing -
Your case USB 3 cable may have two headers, one for this style of motherboard connection, and one for another style which looks like it can plug onto USB2 pins. Only one of these two sets of headers should be plugged in. If both are connected, this can (but shouldn't - have only come across it once) cause boot issues. In fact, while testing motherboard power pins, disconnect all front-panel USB headers (making sure especially you don't have F_AUDIO or F_USB2 mixed up )