It's possible your video card could be faulty then. Don't take my word on it, wait for additional input from the other fellas here. I would trust just about any of them, even the ones I get in occaisional debates with. Wait for a several regulars to respond, and build you decision on the well-rounded input of multiple people. MSI makes good cards, spectacular in fact, but its possible for a mistake to made by even the best of manufacturers - that's what tech support's for.
The following is my suggestion, but like I said wait for more replies:
I would fill out an RMA request send the card back to your retailer. The GeForce FX 5600 Ultra is inferior to the Radeon 9600 Pro in DirectX 9 Performance. Also the Radeon 9600 Pro from a decent manufacturer is usually better priced than the FX 5600 Ultra. The Radeon 9600 Pro is far more future proof than the 5600 Ultra, but it might also be worth considering investing more for a Radeon 9700 non-pro if you want a more future proof product. If you could get a Hercules, Sapphire, or "Built by ATi 9700 Pro for $230 to $250 that would be great. Also, a 9600 Pro from thes emanufacturers for about $150 wouldn't be bad either. Just check your memory/GPU clock settings when you browse for boards, as well as the bus-bit bandwidth & you shold do fine.
My OS features preemptive multitasking, a fully interactive command line, & support for 640K of RAM!