Got the mobo/chipset and gfx card drivers installed in this new PC?
The 9800p requires the extra power connector (4 pin molex like to a drive), it likely won't boot w/o it, but wouldn't hurt to check that its connected. Might dedicate that connector to just the 9800p, as opposed to daisy-chaining it to other peripherals (drives/fans/etc)
Before going into gaming, I usually run tests & benchies to ensure all drivers etc are in properly. I use 3D mark 03 and 05, Aquamark, and run the dx diag proggie.
More info from you on the PC's specs w/b helpful. Was there a diff gfx card (ie, ATI) in there b4? And if so did you reformat or run Drivercleaner or some other proggie to remove old driver fragments?
Can you try the 9800p in another system to make sure it's good?
Fern