I didn't realize you had a PCIe card--I was talking about AGP. Thats a 16X card vs the 8X AGP--a faster animal.
I haven't built a system with PCIe architecture. You might check your motherboard manual for setting up the video card. I'm guessing here, its rare that a video card is bad right out of the box, it could be that you might have to clear the cmos in order for the motherboard to reconize the new card.
There is a major discount retailer here whose name I won't mention, When someone returns a card thats not working, they reduce the price a couple of bucks and put it back out on the shelf. If it comes back again, it gets set to Mexico to be "refurbished."
You could be testing someone else's return
