I just finished building my new system today and when I turned it on for the first time, it did a loud continuous beep and no picture on the monitor showed. I then decided to take out the video card ( MSI 8800 GTS 320mb) and turned the system on and it didn't make any horrible mobo noises. I want to make sure that my assumption that the video card is DOA is correct. Would you agree?
It may have not been seated in all the way. Try reseating it and connected the power to the video card. The connector is at the end of the card.
It should go in easy without forcing. On some power supplies the power end looks the same as the PCI-express one.