Just so that you know, since no one pointed this out. You will need a power supply that provides about 22 or more amps to the +12v rail.
To determine this, look on the side of your PSU (you will most likely be able to see this information on the side of the power supply that you can see, with the desktop case pulled off). You will see lots of information about the +12v rail, the -12v rail and other power information. It will need to have at least 22A under the +12v (NOT the -12v).
I believe you will also need an ATX 2.2 power supply according to several sources I have seen (one being Best Buy's product page for the BFG Nvidia Geforce OC) which requires less power than most other 8800GT cards.
Stay away from cheap power supplies also.
So, requirements are:
ATX 2.2 power supply
22A on the +12V rail
Some high quality power supplies are: PC Power & Cooling (All Turbo Cool & ULTRA-QUIET SILENCER 610W & 750W), Seasonic (S-12, S-12E+, M-12), Corsair, Silverstone (Zeus models ST56ZF, ST75ZF, and ST85ZF).
Others that should be fine: Enermax, Antec, Enhance, Fortron (FSP), Hiper (Type-M 670W & 730W & Type-R 730W). I-Star, OCZ Technology, PC Power & Cooling, Seasonic, Silverstone, Sparkle, Tagan, Thermaltake ToughPower (Only the ToughPower Line!), Vantec & XCilo.
I recently purchased the CORSAIR CMPSU-450VX ATX12V V2.2 450W Power Supply for my BFG Geforce 8800GT OC card. It has 33A on the +12V rail which is more than ideal for the requirements. It's also one of the cheapest high quality power supplies you can get for what the 8800GT needs.
Product page:
http://www.newegg.com/Product/Product.aspx?Item=N82E16817139003
This may or may not be your problem, but I would bet money that it IS. You have a very cheap PSU since it came with your case. Get rid of it. Trust me. There is no "maybe he is right" or "maybe he isn't". You can't run the 8800GT with that PSU.