Help my pc won't turn on!

i bought a 450$ budget pc just for league of legends and maybe a few other games.

parts:

psu: corsair 430w modular

gpu: sapphire radeon hd 7770 ghz oc edition

cpu: intel g2020 2.9ghz 

ram: adata xpg 4gb 1600mhz 

motherboard: asrock h61m-dgs 

hdd: hitachi 3.5 500gb 7200rpm 

case: nzxt source 210

anyways this was my first build and after i finished i tried to turn it on and it doesn't work and i didn't install the os yet(windows 7) but shouldn't it still run without it? and while i tried to turn it on there was a bit of smoke coming out of the psu so i don't no if it is because of that . please help me.

Smoke from the PSU is never good, and would be the first thing I'd look into. 

did any components power on when you turned it on? lights, fans, psu fan etc?

Smoke from the psu!?!?!?!?!?! You may or may not have nearly started a fire. Either you connected something horribly wrong or the psu is faulty and you should ask for a replacement.

smoke came out of a corsair PSU?  well id just stop right there and contact corsair for an RMA.  

Also, make sure ALL your cables are inserted correctly, especially those 2 pins. I spent over $200 replacing and RMA'ing stuff when the only thing wrong with my system was a side ways 2 pin Power connector. Definitely send back that PSU though.

yes only the light from the power button and after a few seconds it turns off

...what 2 pin cable?  you talking about like a 6+2 PCIE cable?

sorry i dont no 4 cables, 2 cables, or whatever so can you please explain

I'm sorry I wasn't being specific. I meant the little connectors that go to the front of the case. Like the Power button, reset button, HDD light, etc. I had that little power cable turned sideways because I didn't read the instructions manual very well -_-. 

at the bottom of your mobo, there are a bunch of little pins that connect, including your Sata Cables (usually red) USB cables, Audio Cables, power cable, HDD light cable, and Reset Switch cable. The power HDD, and Reset cables are all 2 pins wide. Take a good long look at your instructions manual and make sure you have everything turned in the right direction, and plugged into the right place. You still need to send that PSU in though, because if something is smoking, either you are doing something wrong, or something is broken. 

aka front panel headers.  The stuff that you plug in so your power buttons and front lights work.

RMA that PSU

thanks for the help