You must be using a PCI card not a PCI Express.
You must also boot with the PCI card as default in the BIOS if running XP, or the OS will more than likely blue screen.
The PCI graphics card should be in the first PCI slot, not the first availabe, it MUST be the top PCI slot.
You may NOT have an AGP card and your onboard at the same time unless the chipset supports it...i have seem a few that allow it, but the AGP card used was pitiful, a 16MB nVidia Vanta.
Simply boot into windows with the PCI card as primary boot and see if both show, if it doesnt, try swapping them.
now as I said, I hd a few boards that could run both onboard and AGP card at the same time, but only if the onboard was selected for primary boot, and windows did the detection and utilization from there.