I looked at the info on your board. It doesnt look to have onboard video. Just want to confirm that it indeed does not have it. (if by chance there is onboard video, you will need to get into the bios and turn it off so the AGP card can then work.)
What kinda power supply are you using? Name/model/wattage. New card my put your power need past that which the psu can put out.
Im guessing there was a previous video card. Did you uninstall those drivers fully before tried to install the new card?