Can't say for sure but I would believe it would have to be with your power supply, you might not be getting enough power out to run the card. Try putting in a different power supply and see if that works.

Just wanted to add that I am having this same issue with this board. I have an Intel d975xbx2kr Extreme Edition which works fine, and well with the many other cards I have tried. The 8600 never even worked in the first place. I put a 7900GTS in the second bus to look for an error message, but to my surprise, it seems to knock out the entire pcie controller when it is on the board. Any idea's what happened, because this is the best card I have right now, and I would like to use it.

I have similar problems
I had the 8500 gt and put a 8600 gt 1 GB.
I have a dell quad 6gb mem. 2.8 ...
The boot up did not kick in, the HD fails to ork very often. I tried a fe suggestions like a complete driver clean up, installed different versions of the driver....I was getting blue screen any time I tried to watch a video or animation, 100% of the time, and I would also get blue screen just using a browser (any browser) but it was not 100% like if I tried watching video.
Right after started all the clean up installation, it started working, but I have been unable to get the right video output setting, it does not adjust properly. I haven't had any blue screen problem so far.
The booting up started again after a couple weeks.
Before it even hit me that it could be the video card, I thought it was HD problem, thus I bought a new one and did a fresh Vista 64 install (on the old and new one),.
No luck even with a fresh install (zero programs installed) only had the minimum drivers installed, only essential needed....same problems occurred for both HD, blue screen and shut clashes when watching video and using browsers.
Nivdia support is useless, before I had a 8500 with VGA and DVI, only DVI worked, they blamed 3rd parties components on their video...of course first they tried to blame the PC, Mother board, bios, too bad for them I had tested the card in 4 different PC all with different Bios, OS, etc....and I checked the compatibility they had listed, they were all good for the PCs I tried, then they blamed third party components as if they were not the ones responsible since they are stuck to their video card.
For the 8600 GT same thing when comes to support, blaming someone else even when I read similar or exact problems like I am having.
So what can I say??? Are we all wrong or is more likely to be Nivdia?

For the person that says nothing shows in the screen: I find highly unlikely to be the power as I was able to get a reading of the power output most computers can provide proper power.
I recommend that you check if it is not a boot up problem like in my case that the the HD does not kick in, actually as far as I can tell not even boot up is attempted, it seems to me that only the power goes on and nothing else is active.
After several attempts eventually the HD will kick in, sometime takes 5 attempts, but it can take up to 30, It is very random.....
even when I switch the HD is the same, as I mentioned I have two in, but I only use one at a time the other stays disconnected, but if I try both connected same problem.
If you know it is trying to boot, try getting to the boot up options and try VGA mode, I had similar problem with another computer this week....Sometime the settings is out of range of your monitor or your video card, so you get a black screen.