GTX 480 not being recognized

So about 3 weeks ago, I decided to build my first computer in about 8 years but I am running into a problem of my graphics card not getting recognized by my motherboard.

Here is the story… I will make it as short as possible, I apologize in advance if it is too long  

So when I got all the parts, I put them all together and install windows 7 (on my SSD drive). I had my monitor – HDMI cable (unintentionally) plugged into my motherboard so everything was getting displayed through my integrated graphics card. After the installation, I noticed that my graphics card (I put it in the 1st PCI slot) was not being recognized so I went into the bios and put the graphics card setting to PEG (previously it was at AUTO). Restarted my comp, nothing. Went back into the bios and disabled the integrated graphics completely. Still nothing. I called the tech support and they told me put it into the 2nd PCI slot and it worked!
But… a few hours later, my PSU made a BOOM sound and the computer shut off. After talking to my PSU tech support and determined that the PSU failed, I had to RMA it. Along with it, I decided to RMA my mobo since the tech support/I thought that the 1st PCI slot was defective. When I finally got the parts back from newegg, I put everything together and plugged the graphics card into the 1st PCI slot expecting it to work but it did not (with the bios setting changed). I plugged it into the 2nd PCI slot and not caring that in the future, I won’t be able to SLI and just wanting to use my new computer but this time, with the new mobo, the graphics card was not getting recognized even in the 2nd PCI slot. I called tech support and they said that the graphics card actually might be defective. RMA’ed it and got a new card yesterday and I put into the 1st, and 2nd PCI but still nothing…

My graphics card tech support told me to see if the CPU might have gotten affected, I looked at it and at first I thought 3 pins got burned because those 3 were shorter and grey/blue. But after googling for an image, it looks like that is normal. I am completely lost on what I should do next. I would really appreciate any help.

Thank you so much in advance!

PS. the 2nd mobo I got, the tech guy realized that I had a really outdated version of bios and he helped me install a newer version. I am not sure what version my 1st mobo had but I’m pretty sure that it had the same old model as my 2nd one. I am saying this just so I do not miss out anything.

Here is my setup:

GFX Card: EVGA GeForce GTX 480 (Fermi)

PSU: Rosewill HIVE Series HIVE-650 650W

MOBO: GIGABYTE GA-Z77MX-D3H LGA 1155 Intel Z77 HDMI SATA 6Gb/s USB 3.0 Micro ATX Intel Motherboard

CPU: Intel Core i5 2500K Quad Core Unlocked Processor LGA1155 3.3GHZ Sandy Bridge 6MB

RAM: G.SKILL Ripjaws Series 8GB

SSD: Intel 330 Series Maple Crest SSDSC2CT060A3K5 2.5" 60GB SATA III

HDD: Western Digital Caviar Blue WD5000AAKX 500GB 7200 RPM 16MB Cache SATA 6.0Gb/s

Case: Rosewill CHALLENGER Black Gaming ATX Mid Tower Computer Case