Make sure that it's plugged in (hahaha...seriously though, make sure both PCI-E plugs are solidly plugged into the card, and that they're plugged into the PSU as well if you have a modular PSU)

Make sure there are no BIOS settings related to "what kind of video card to look for" in the BIOS -- sometimes you have to specify.

Some older MOBOs have a small card that looks like a DIMM between the 2 PCI-E slots that is used to turn SLI on/off. This can affect your video cards, of course.

Make sure the video card is firmly seated in the slot.

How many PCI-E slots are there? Are you putting it in the primary one? What other card(s) do you have in your PC?