New computer fails POST - video problem?

Subject pretty much says it all. I just finished building this thing, I power on, my various fans spin up, the DVD flashes listlessly for a bit, then I get the dreaded beeeeeeep-beep-beep indicating that the BIOS has failed to communicate with the video card.

Here's the spec:
CPU: AMD A64 3000 (mmmm...)
Mobo: MSI K8N Neo4-F, Nforce4 chipset
RAM: 2x512Mb Corsair Value DDR 3200
Video: 256Mb XFX PCI-e Geforce 6600
PSU: 400W

Monitor connects to video card through a old-fasioned-monitor to flat-screen-monitor converter (I don't know the names of either interface).

PSU has a 20 pin output, but the motherboard wants 24 pins so there's a converter on that too.

Help please :(

It's a device for providing electricity to my computer. I'm not throwing away $100 on that. It looks pretty American to me, I don't see how you can deny that, and I'm not about to pay international shipping rates.