By whjat yu have said, it could be anything,. you will need to cross test teh compoennts. I would also check that the memory you are using is on the compatibility list. Also teh PSU, needs to meet the specs in the TPS http://downloadmirror.intel.com/15995/eng/DP45SG_TechProdSpec.pdf pasge 40 something if i remember.
This board is famous for being picky of which components you use with it. If you search tteh communities, there is at least one dp45sg thread that was quite long and which would probably help you,.
So yeh, to find out what is wrong you are going to have to do a bit of work i am afraid.