Can you provide a few more details, GullyFoyle? Does the system start up? Are case fans spinning? are the video card's fan spinning? Does the monitor power up or does it stay in sleep mode?
All of Seba's suggestions are great, but we can narrow down the problem a bit more if you provide answers to the above questions.
By the way, as a first step, I'd also clear the CMOS on your motherboard, as there are some settings that can cause issues with new cards.