5200 T128. my computer freezes when i try to run games

Question

OK.. the thing is:  i just bought a Geforce FX 5200 T128, with 128 MB DDR (the one without a cooling fan), and when i try to run my DirectX 9 games (GTA: Vice city, NFS: Underground, Hitman: Contracts) my computer locks up in the game's loading screen. These lock-ups occur also, when i set the anisotropic filtering at values higher than 2x, and/or when i turn the V-sync on, but only when i start a game..
   ALSO...... the same lock-up occurs when i try to RENAME A FILE ------- the cursor is still blinking, but EVERYTHING else freezes.
      So? whats up guys.... last time i checked the FX 5200 had support for DX9, didn't it?
      Well, i can't tell exactly if the problem is common to all DX9 games, because i didn't tryed many of them... but the games listed above, all require DX9. Furter more, those games ran on my older Geforce2 MX400, witch doesn't have support for DX9. All my other non DX9 games work fine (well not to the max, because i still have a mainboard witch supports only AGP 4x). If i change my mainboard to one with AGP 8x will the problem be solved?
     Also, the videocard, out of my opinion, gets  too hot after i play a game, but i don't think this should be the problem, because when i try to start those games, my computer still locks up, even though i just started it, and the videocard didn't have time to overheat.
      The problem occurs with both the driver from the CD that came with the card, and the new Forceware 56.72. I haven't tryed oder drivers. The videocard is not overclocked, and the frequencies are on the standard 200 Mhz (GPU), and 400 Mhz (RAM)
      So, can you help me out here.. give me some suggestions? I have written here all the information i beleive are relevant to the problem. My processor is a 1200 Mhz AMD Duron, and 256 MB SDRAM
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Answer 1

Obi One,
Have you tried changing the AGP voltage in your bios to 1.6V?  Got the same problem before when running 3D games.  My system doesn't lock up but it gives me weird display (lot of greens).  It was solved when I increased my AGP voltage setting from 1.5V to 1.6V.  You may want to post your power supply specs too because the FX cards are really power hungry.
Good Luck