Have you tried it in another system to verify it even works? I am very doubtful. We see a lot of fleabay cards here that people have purchased that are either not what they were supposed to be, or are faulty. I suspect yours may be faulty. Not terribly surprising. I hope you didn't pay much for it or can invoke the ebay guarantee and return it if it turns out to be bad.
Might also want to make sure your motherboard has the most recent bios version installed.