New computer No display

I recently purchased new parts to build my computer. After putting in motherboard, cpu, mem, ect, I plugged everything in and turned it on, but I get no display. I tried using a different video card I had on my old pc and everything worked fine. Got display and it went to the bios. The video card that is not working is a new x850 xt PE made by connect3d and I'm pretty sure I didnt damage it installing. It seems to get power as the heatsink fan is running so I don't know whats wrong with it. Im pretty sure everything else in my system is fine cause with the old gpu everything looked normal. Any suggestions. My system
an8-e w/ athon 64 939 3800+ venice cpu
1 gb of ocz ram
520 watt ocz psu

Have you plugged the molex connector into the card? Other than that (not checked tbh) it's always worth checking that your BIOS isn't set to use onboard VGA, rather than AGP/PCI-X

Thanks for the reply. Yes I plugged the molex connector in. My psu came with a power cord for pci-e. I'm pretty sure its not a power issue as the heatsink fan on the video card works when I turn it on. I don't think that my motherboard has onboard video features since my old pci video card worked, but I'll look into it.