Have you connected all the power leads that you need to? There is always a 24 pin main power socket on motherboards. Some have an extra 4 pins that should be connected making what looks like a single socket of 28 pin socket. In addition, some motherboards have another power socket to help with providing enough power for some components of the motherboard. If present this should also be connected to the power supply. Finally most newer graphics cards have their own dedicated power connection which must also be connected to the power supply. If any of these are missing, then the symptoms yo describe could occur.
In your case, the card itself needs a 6 or 8 pin power supply (depending on the model), and the motherboard requires an 8 pin AND a 24 pin (Im surprised it isnt the 24 +4 version but if the +4 is there then it should be connected as well) power connection.
I hope this solves your problem. Please let me know how you get on.