I would suspect a couple of things. Firstly your power supply. Most CPU's run around 100 watts of power and the max wattage of your graphics card is 160 watts from the wall. With your power supply only amounting to 250 watts maxed I would suspect that. Other things you can try.
1. powering up using onboard video and having your graphic card installed. Then installing the graphic drivers going into device manager disabling your onboard graphics. Reboot, then turn around and go into the bios and change the graphic adapter priority to pci-e save and exit and see if it works.
2. You could also see if you have another full length pci-express 16x slot and give it a try although my feeling tells me its not a full bandwidth 16x slot I can't imagine a store bought motherboard having sli/cf capabilities.
http://www.geforce.com/hardware/desktop-gpus/geforce-gtx-460/specifications