Help Me Please!! I Have A GTX 260 Core 216

Merry Chrismas to everyone, I have a situation going on right now , i purchased a GTX 260 Core 216,
this is my first pc build the first time i plug it in it was with a 500w psu i smelt plastic like plastic was burning.
the motherboard would not boot it will power on and off so i took the motherboard back got it replaced then
purchased a psu thats 700 watts took out the memory now the computer boots but the graphics card shows
no display hasnt since i braught it. The GTX 260 Core 216 powers up its running but when i plug my div into it
the screen isnt responding with it, the light on it flashes blue. so im mailing it back to newegg i know its not the
motherboard cause its brand new and so is the graphics card psu and processor. the computer is running fine now
but when i put the graphics card in the power on the card runs but no picture i put the screen back into the motherboard
and the display shows. i dont even see the graphics card on my display nor do i see it in my hardware list, i tried to install
the drivers disk but it said it cant find the grapics card. i pluged it in correctly my motherboard has only 1
pci express slot help me here is my specs. p.s i even went into bios and put single for graphics not both and put pci express nothing
happened i went and put pci and nothing so all i wanna know is this graphics card burnt out or disfunctioned.

MOBO: ECS Elite Group GF8200a
Memory: OCZ 2gb
Processor: 9650 AMD Phenom
PSU: 700w Kingwin
Case: Antec 900