You should return the videocard and tell the salesperson it is not compatible.
Before you buy new components, first consult your currently installed hardware manuals to see if the additional components are compatible. I also suggest you ask the salesperson for support. You can always, post and ask questions, ofcourse.
Here are some useful articles:
PCI (Click)AGP (Click)PCI Express is not compatible with AGP. PCI Express is however, compatible with PCI.
If you were to upgade your computer with minimal expense, you would need to build it yourself and obtain components from the Internet. The next best option would be to locate a specialized computer store that can built it for you.
However, to upgrade your system, you will most likely have to replace everything short of the mouse, keyboard and monitor.