Dead computer, no beeps, no post. Nothing happens

Hello,
I'm having an issue with my desktop. It's a custom build and has been running perfectly for a couple of years. Last week whilst playing a game the machine died... Completely. As it died I smelled a brief but strong burning smell.

After this the machine would not boot at all. I hit the power button, the lights come on and then instantly turn off. Try the power again and I don't even get the lights. Unplug it, plug it back in and then I get the lights again but nothing more.

I've replaced the PSU...no change.
I've replaced the motherboard... No change.
Now before I go and spend even more replacing my next guess... The CPU, has anyone got any other ideas what it could be?

Spec
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Intel q6600 2.4ghz core2 duo quad
Asus P5Q pro turbo motherboard
4Gb (4x1) corsair dominator RAM
Nvidia 9800 gt
Hyper type M 630w PSU

Any help would be massively appreciated

You missed one thing, that is RAM. I would like to tell you that some RAM chips need higher voltage than given as default with the motherboard. So should check for this condition as well.

Thanks for the reply. Managed to find an old dual core machine at work with the same socket as my quad. Put my quad in it... No post, put the dual core in my MBO and it booted. How I managed to kill a processor is beyond me!!