|3 beeps generally indicates a memory problem.|
There is no reason to reset the BIOS, but to do it correctly, you need to unplug the power cord 1st, then either use the clearCMOS jumper or remove the battery for a few seconds...that's all it takes.
You said the PC was powered down when you installed the hardware...was it unplugged? If not, there was still power to the board. You should ALWAYS unplug the power cord whenever doing anything inside the case.
Which type of RAM did you get? Crucial recommends DDR2-667. And I gotta ask, why did you get a 9500GT when there are so many better cards in the same price range? It's definitely an upgrade from the onboard video, but it's not a good gaming card.