This kind of thing is really dificult with out seeing whats going on.
However the card in question does not need any extra power it just slots into the PCIE slot. Which is the blue one, well i think your board only has one anyway.
It should make a clicking sound when seated properly.
Whats the rest of the rig doing does the CPU fan spin up?do you get any beeps ?
I would go around the board and make sure every connection is firmly seated.
Main power/ 4pin power to CPU. Is the power connected to your drives ? both optical and the HDD ?
Cpu spins up all fans work and Hdd beeps like normal il check all connectors again
and make sure cards pushed fully in
When you say all fans does that include the one on the graphics card ?
Also do you get anything on screen ? By that i mean does it post a bios screen ?
If you are getting totally nothing then chances are its not the Graphics card at fault.
Other things that could be wrong are the monitor itself, the cable to the monitor.
Have you installed the OS yet ?
You should install OS then install chipset drivers(the ones on the motherboard disc. Then after that its graphics drivers.
I had this same problem with an 8800GTS about a month ago, when I put the juice to the system, chassis fans,gpu fans, all came on, but it wouldnt send a signal to the monitor b/c the GPU wouldnt boot, I thought it was the PSU at first and replaced my 420W with a 700W just for overkill, but it ultimately turned out to be the card, I bought a 9800GTX+, popped it in and the system booted right up.