Hi there,
have you checked the obvious things.
If your graphic card needs a separate power connector have you plugged it in?
This is either a 6 pin or 8 pin connector actually on the Graphics Card
Have you made the correct power connections to the motherboard?
This would be the 24 pin main ATX connector and either a 4 or 8 pin connector which is usually near the CPU socket.
If you could post back with your system specifications (PSU, Motherboard, CPU, RAM etc.) it might help with troubleshooting further.