1) Download latest drivers for card you've purchased, unzip to a folder
2) Uninstall drivers for current card
3) Set PC into a safe resolution (e.g. 800x600) and make sure that displays on your current monitor
4) Shut down PC and remove old card
5) Install new card making sure that you've got the card firmly seated (check the motherboard bracket fits in comfortably and that you can do the retention screw back up)
6) Connect power lead (if required)* this one definately is in your case, though it should only be a single 6 pin lead on an 8800GT, only the GTX and old GTS had two connectors.
7) Power back up
8) Log onto Windows and let the Add Hardware Wizard look for drivers, when it fails (it frequently does), run the install routine for the drivers you've just downloaded.