Try to see if you can tighten the screws on the plugs a bit more.
If you had the pc on while attaching the cable then it's possible that you could have damaged the video card, the only way to find out is to try another card (one that you know is working) in the socket, it would mean you having to open up the pc case, if you bought the pc from a pc supplier then that would void it's warranty so the only option would be to phone tech support and maybe have the pc sent back to them or have them send an engineer out depending on what type of support you have.
Another possibility is that the video card might not be seated in its slot properly, even if it's a tiny bit out the card won't work. Again you'd have to open the box to find out.
Often when I'm plugging the cable in to my card I sometimes dislodge the card without realising, on opening the case I can see that the card's lifted up very slightly, just a case of pushing it down until it snaps in to place.