sounds like you have a bad card. What brand is it?
Yea, well sometimes UPS puts packages through X-Ray machines. At work we've had that happen and have received literally hundreds of DOA harddrives. All because of UPS's dumbness.
If I were you, I'd completely return that card and get an ASUS. Personally I wouldn't own an MSI GPU, but that's just me.. they seem to be more in tune with motherboards than anything.