I can't give you a single solution, but things I'd pursue in your situation include:
1) Make really sure the video card is inserted fully and try it in different slots. When doing so, make sure there is no monitor connected to the onboard video connector.
2) If possible, test the new video card in another PC.
3) Try to identify your motherboard (
cpu-z works well for that) and Google up a manual for it. Look for any information on disabling the onboard video, including jumper settings. If you are good with Google, you may also find some forum / newsgroup posts from others who have tried to add a video card on that board and may have encounted the same problem.
Given that there is no technical limitation against having multiple PCI (or one AGP + multiple PCI) graphics cards, yet you say Windows isn't even detecting the card, I suspect the problem will turn out to have something to do with the card not being inserted all the way, bad card, or bad slots. Disabling the onboard video is not really essential here to get
some action from the new card, although you still might have to do that to make it your primary display.
