... that have never been detected before. It wouldn't be composed of "ordinary particles" that make up the Sun, planets, us, etc.
It's believed to be passing through us undetected all the time. Gravity is a VERY weak force compared to other forces. Since gravity is always additive, it only becomes very noticeable when large bodies of mass clump together, mostly from other forces. The dark matter would be very hard to detect if it doesn't clump together. EDIT: Dark matter's collective gravity would be quite large if it's indeed widely dispersed around galaxies in huge numbers.
They're looking for signs of dark matter at the Large Hadron Collider, but they'll probably only detect momentum imbalances if it's created there. It will be indirect evidence, in other words.
Colliders create particles out of the surrounding space due to the energy of the collisions -- i.e., E(nergy) = M(ass)*C^2. A large amount of energy is "equivalent" to a small amount of mass since C (the speed of light) is a big number. The created particles aren't the "innards" of the colliding particles. I'm not sure why I went into that, but you might think it's interesting.
It's possible that dark matter isn't composed of unknown particles outside of ordinary matter at all. Could it be low-mass black holes? There's been all kinds of speculation. Many physicists have reasons for liking the non-clumping, slow-moving (cold), gravity-interacting idea more than others.