MSI GeForce 4 Ti 4200 128 DDR (Direct3D problem)

I bought the MSI GeForce 4 Ti 4200 128 DDR just today and I seem to be experiencing Direct3D issues.  I never have problems with general use of the video card, but when I try to play games that require 3D acceleration I get crashes (Blue screen of Death).  The reason why I think it is the Direct3D is because I only get problems when attempting to run 3D accelerated games, and I've downloaded a couple video test programs off of the net and they have crashed when testing 3D as well.  ?( I just ran dxdiag and it failed when I test Direct3D:
Direct3D test results: Failure at step 8 (Creating 3D Device): HRESULT = 0x887602eb (error code)
Questions:  Has anyone had this issue before and is it fixable without me returning the card for a different one?
Thanks,
 Brent

Sorry about that, I should have put that in the first message.
I run Win 2000 server and I did a clean install (format drive) when I got the new video card. I have a Pentium 3, 800 Mhz 256 MBs RAM.  The motherboard is an AOpen AX3S with all Intel chips.
My previous video Card was an ATI Rage Fury 32 MB and it ran all my games with Direct3D, but usually with low frames per second.
The only thing I changed was the video card and the drivers of course.  I'm really trying to avoid sending the card back.  ;(  Any suggestion would be helpful..  Thank you!
Brent
P.S.  I tried to run that 3D Mark program that people use to test their video cards and that failed before it finished, so my score must be 0.    

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