More often than not this issue is caused by the mainboard grounding on the case of the computer.
Using the wrong screws – Make sure to use the screws that came with the case, and make sure they are specifically for mounting the mainboard to the case.
Screwing the mainboard screws too tight – The screws that hold the mainboard to the mounting holes on the case do not have to be as tight as humanly possible. They just need to be tight enough for the case to make contact with the mainboard on the appropriate spots.
The case is making contact with the mainboard, but not in the right spots – Be sure to watch out for parts of the case that could contact the mainboard and cause it to ground. If this happens try to adjust how the mainboard sits or perhaps get another case.