Here are a few things to check:
Grounding, verify that there are no standoffs that are causing a ground issue.
Check the tops of the capacitors on the board (in particular around the CPU, and interface ports). If there are any caps that look bloated, its possible something shorted during installation.
Also, try bringing the system down to a bare minimum: video card only (no other peripheral cards), one memory stick (or if it requires dual, use the pair), unplug the hard drive, and the floppy. Also The motherboard connectors - only have the power hooked up - sometimes the orientation of the connectors can cause problems; specifically the reset connector (depending on your case).
Of course if this is mounted in a card, most of what I said is useless. Check the specs on the video card. If it is AGP, verify that your motherboard supports the proper AGP voltage. Most motherboards are keyed, but some of the less expensive ones are not.
- derek