Does the Tv make the bleep bleep noise as if its trying to come on, if it does listen closely for the lamp trying to fire. these DLPs make a few noises when coming on and I can tell if the lamp power supply is trying to fire the lamp on just by listening.
If you do not here any fans spins, you may have other problems associated with either the power supply, Ballast Pictureof one or DMD board.
I personally think you should try another lamp sounds like the lamp may have blown out when it first went on. The lamp is suspect especially if its not a samsung original part.
Another part that can cause your exact symptoms is a bad color wheel CWpicture
Unless you have an understanding of electronics I would not suggest taking the back off and poking around inside . But if you have a voltmeter and want to do more checking, the voltages to the large wire on the Ballast should be checked and the thermal fuse on top of the lamp may be popped.
Again I would first try a new lamp again (if you can exchange your new one) and make sure it is the correct one , BP96-00826A (p) notice the P indicating Philips !
check the small lamp# XXXXX on the side of your set and you should see a letter like this (t)
indicating if the lamp type is a philips (p) Toshiba (T) or Osram (O) . Samsung uses all three and has many versions even on the same model TV.
Thats why its so important to get the correct lamp.
But if you have more questions please respond and I will reply asap