New Graphics Card Problems

Hey Everybody
Today i got my new GPU through the post, my Geforce 8600GT. I put it in my pc and wired everything up. My pc turns on fine, and i can hear the sound of everything loading, even me signing into msn, but my monitor does not seem to respond, it just keeps flashing. The fan goes around on the card so i know that its getting power. What could the problem be?. The only thing i could think of is iam using a vga monitor, and the adapter that comes with it. Is there a certain way that it has go attach?
Thanks a lot

Its an Asus A8M2N-LA, its a HP PC. My old card was a geforce 7500LE. I did not at first but i put the old card back in, uninstalled the driver, it told me to restard so i turned the pc off and put the new card back in. Thanks a lot

I believe that this board also has on-board graphics...is that correct? Can you plug you monitor into the onboard VGA connector and see if that works?
If what I am thinking has happened, the BIOS may have defaulted back to the integrated on-board graphics when you removed your old video card and drivers. May not be this at all, but at this point that is kinda what I am seeing.
If that does get you a screen on your monitor, you can then get into the BIOS to change/turn-off the onboard graphics, tell it to look at the PCIe slot first, etc.

Just to note that with a little damage i manged to remove that black cover. I am now running on internal. I have gone into device manager but i can't see the new card listed. What should i do now? install it with the driver disc?
Thankyou