4-pin Molex connector is used to give the card more juice than what is supplied by the AGP slot.
While building, checks must be made along the way.
The biggest check is getting a POST on barebones system.
Remove all connections and cards from mobo (except video card and PSU power connections including 4 pin molex). Hook monitor up and keyboard. Install one stick of ram. This configuration should give you a POST and screen display.
See if this works for you.