MSI GTX 970 Not Turning Monitor On

[omeadk]

I bought a GTX 970 today and just connected it with its 8 and 6 pins. I noticed it came with a DVI to VGA adapter and was wondering if I had to use VGA or HDMI with the card? I currently use a DVI-D connector (2 DVI ends) for my 750 TI and when I plugged the DVI-D into the GTX 970, the monitor would stay in "yellow" mode, and doesnt recognize the card).

Is there something I'm missing here?

 

[omeadk]

UPDATE: Didn't work with DVI-D Dual Link or my DVI-D Single link.

 

[omeadk]

UPDATE #2: Still in sleep mode with VGA and DVI-I Single Link.

Is there a chance I messed up with the pins? I currently have 1 cable plugged into the 8-PIN PCI-E slot in my PSU, and the cable itself has another 8-PIN which is plugged into my GPU and a 6+2-PIN that is plugged into the 6-PIN slot of the GPU.