I would first try taking out the card, check the slot and the teeth on the bottom of the graphics card to make sure there is no debris, no tiny pieces of plastic stuck to any of them, nothing. Clean. Then reinstall it.
Next, remove the CMOS battery from the motherboard. Be sure to unplug the PSU from power first. Leave it out for about two minutes. Press the power button down for about ten seconds during that two minutes. Restore the CMOS battery. Plug it back in to power. Power on to see if there is any improvement.
If not, double check ALL connections inside the case. All the connections from the power supply to the motherboard INCLUDING both the 24 pin and 4 or 8 pin CPU power connector known as EPS 12v.
Pull the RAM and reinstall it. Check the power connections to the graphics card (BOTH ends of all power connections, hardware and PSU) drives etc.
Make sure that all the connections from the PSU are actually plugged in to where they are supposed to be.
If nothing helps, then if possible, try another power supply if you have one or can borrow one.
If all that works, you might want to pull the CPU and make sure that nothing was bent during installation and that the CPU cooler is mounted correctly, with none of the sides having pulled free/uneven. A CPU with more pressure on one side than another can cause all kinds of problems.
If none of that is the issue, RMA the card would be the most likely. Could be motherboard, but more likely to be the graphics card.
Could actually be memory too. What is the error you are getting when it blue screens, or can you see it at all. Sometimes it happens too fast.
Usually when the system just resets immediately it is a power supply issue but if there is a short somewhere it could be anything including memory or motherboard. Right now, with what you've said, I'm betting graphics card, motherboard or power supply, but check everything first and even using this might help.
Click here and perform checks of ALL of the following before posting about no display/no POST issues.