Follow instructions set by manufacturer for installation of drivers and card components by either CD software or net download from their website. Make sure to check the website of your card manufacturer even if you just purchased your card and believe that your drivers included are the latest thing, they may not be and there may be updates available on the web. Please see your manufacturer's web site for more information.
Be sure to remove older drivers from your system upon installation of newer drivers. You may need to reboot into safe mode to rid of the existing older drivers. You can enter safe mode by simply rebooting your machine and hitting F8 when the "Starting Windows" message appears. This message will vary depending on your operating system. Upon entering safe mode right click on My Computer, click on properties, click on device manager and then click on Display Adapters. If there are video cards listed other then the one currently in your system, remove them and any other multiple entries of your video card as well. Reboot.
Below are the most popular soundcard manufacturers:
Sound Blaster: 
Creative Driver Downloads: 
Hercules Hercules Game Theater XP: 
Turtle Beach: