When I've installed the second card and the SLI bridge at the same time, I've running into quirky issues.
Through experience, I've found this is the best way to set up a new SLI config:
1) With the machine off and the power cable unplugged from the PSU, Install the new card without the SLI bridge
2) Re-attach power cable and Power on/Start up
- This will let the OS and Nvidia drivers recognize the second card.
3) Shutdown
4) Install the SLI bridge
5) Power on/Startup
6) Go into Nvidia Control Panel under '3D Settings'-'Set SLI and PhysX configuration' and the 'SLI Configuration' section choose 'Maximize 3D Performance' then click the 'Apply' button
At that point, you'll be running in SLI mode.
It's great tech! Enjoy it!