List all your hardware please, this is not making sense right away, you are trying to install a AGP video card on a board that has a AMD quad core Phenom installed? Are you certain of all this, the board does have an AGP slot, and the GPU is AGP? Telling us the processor or CPU type does not help much, as that really has nothing to do with anything. We need to know the motherboard specifically, and the GPU.
Did you enter the BIOS and turn off the onboard video and set the BIOS to look for the video card in the specific slot?