Will you still be able to power on the computer to the point where you see the BIOS screen if the CPU is bad?

I am building a new box, like I've done 100's of times before,
new ASUS P5LD2 mobo,
possibly 'used' Pentium D 805 (seller is sort of shady)
new Kingston approved DDR2,
new PSU,

and it wont boot into anything, SATA ,IDE, floppy, CD, nothing. It tries to boot but then just restarts back to the BIOS. The CPU IS detected, so is the memory, I've swaped the RAM so I know it's not that, I've swaped the mobo....I just don't want to open this new Pent D 805 that I bought last night if I don't have to, so I can return it if the problem lies elswhere.

Can a computer boot up enough to log into the BIOS even with a bad CPU? I can at least get into the BIOS, it even says 36.5 for the CPU temp, so no overheating. It is just that the CPU is the ONLY thing I haven't swapped out yet, I really doubt that I bought 2 bad mobos in a row, there even different models...P5LD2 and P5L-VM.

Does anyone know?!?

I thought you wouldn't be able to see ANYTHING if the CPU was bad!?????