I found the guide in the cgminer documentation extremely useful on setting everything up.  If you follow it step by step you should have problems unless you have a hardware problem like others are mentioning.  Oh and make sure your fan speeds are set to manual above 65%.  Even if the card reports low temps the VRM's could be frying from low air movement across the entire PCB.  Causes a lockup within 5 mins for my cards if I don't set the fan speed high enough.