These possibilities jump to mind: The 6-pin power connector isn't connected, the card is defective, the motherboard (slot) is defective, or the card is not properly seated.
Well the fan is clearly on, it's very audible. I have the connectors firmly in the card. But on the Y connector I have a fan hooked up between it. Maybe that's the problem? and it isn't getting enough power? I'll try it right now just to be sure.