I have a MSI P55-CD53 motherboard coupled with a Sapphire Radeon 5770. Everything seems to be installed correctly however, at the very first boot (and any other times I've tried to boot) the monitor would not display anything. In fact, in seems to be stuck in standby / sleep mode.
Got it to work; sorry for the newbiness. I've consulted the 'custom builds' section and there was a 'boot problems' thread. Reading it pretty much solved my problems.
ugh... I guess your GPU was not connected to the power output on the PSU, or your DVI or VGA, HDMI(if that card has one) wasnt connected properly?
The most common mistake seeing that you answered your own question would have been that you connected your VGA or DVi cable to the motherboards VGA,DVI connector instead of the GPU connector which was below seeing as this is a new build and you were probably excited..... its ok this happens often every day....