I'm having exactly the same problem here, with DG31PR motherboard and 8400 GS graphics card. What I've done so far:
- Upgrade my BIOS to latest version avaliable
- Disabled integrated video on BIOS
- Check if the cable is connect on proper port.
- Tested 8400 GS on another computer - it's working fine.
- Tested another graphic card on my computer - works fine too.
Strange is that my computer seems not to initialize completely when I connect 8400 GS. Without it, works fine.