My new better graphics card doesn't work



My computer was very slow so I got a new graphics card, I put it into the place of the old one, I installed the cd that came with it and the computer and monitor works. It shows the graphics card on the computer itself aswell.
The only thing is, it doesn't make the computer any faster/better. In fact it acts the same way it did with the old graphics card and this new one is supposed to make it a whole lot faster.
(it's an ATI Radeon HD 3850) Is there something I missed? Did I do something wrong? Has this ever happened to you? Please let me know a solution and answers.
What is the 3850 replacing? I'm afraid it's not a good card by modern standards. The main thing it should improve though is gaming performance, so don't expect Windows to be any faster. Than primarily down to RAM and what it's installed on (HDD, SSD). And obviously the state of your system.