Did you ever get this sorted NeoDestiny? I have a P5N-E SLI and trying to run a HD5830 as well to no avail. I have bought a new 900w PSU but still no luck.
there is a bios update for that motherboard to use new ati cards. how long did you wait? without the bios update it can be a couple of minutes before you get display.....maybe just put the card in and turn it on and wait. its a bios bug.