what kind of PSU are you using? is it a 24pin PCI-E ready Powersupply? A link to the PSU that you bought would be helpfull. or u can just tell us exactly what it is? what is its Wattage?
if not.. the 6800gt probably will not run without the PCI-E power connected.
... does the PSU and fans and stuff turn on? or does nothing turn on?
... Tell me exactly what does and doesnt turn on.