What is wrong with my new built computer?

I just got my brand new graphic card yesterday. It's a EVGA NVIDIA GeForce 240. I pushed it into the PCI-E 2.0 slot, then turn it on. Every componet was on for a few seconds, then everything shuts down. The machine restarts again, without me pressing the power button, the same thing happens. The third time it starts, the machine successfully start, but the graphic card doesn't start with it. No fan, no heating up. Just all the fans starting up in the machine. The chassis, the CPU, the one in the PSU. Can anyone tell me what exactly is wrong with my new built computer? The motherboard, or is it something else. I'm pretty sure the CPU isn't having a problem. The graphic card does not have a separate power supply. And I've tried 6 different graphic cards from my friends. No luck. Please help!

Mobo: ASUS P6T

CPU: Intel i7

PSU: SilverStone OP 650 (650W)