I recently built a new computer too and I've had the same issue. I can't figure out if the first 4870 is working with the second but I can say this,
One, I read on ATi.com that you must have Windows Vista for Crossfire to work properly.
Two, I used Catalyst 8.6 that came with the video cards and on CCC under ATi Overdrive there is a window for enabling or disabling Crossfire.
Problem is they would overheat the more intense games I played. So I updated to Catalyst 8.8 and now I don't overheat but the Crossfire window is gone. So my guess is if the computer is seeing two cards either in Display Properties or Device Manager, then ATi is doing what it should be doing.