New AGP Card Fails

Hi guys,
Earlier today, my order came. It was a EVGA Geforce 6200 LE, an AGP version, brand new. So I took out the failing Nvidia Geforce FX 5500, then I popped the new card in on my sister's computer. It worked when I turned it on, then, Windows XP loaded, it went to the desktop. After that, the monitor started showing wavy lines, pixels showed different colors, and more! The computer froze. So I restarted the computer with the reset button on the computer. It did it again. This time, on the login screen. I turned the computer off by the power button on the computer. I tried reseating the card, using different outputs (DVI, and VGA), taking out each ram stick to see what stick was bad, and, I tried to reinstall windows. Windows install fails each time. It fails with blue screen (it didn't do that on the other video card). Now I'm stuck. What's causing the brand new card to fail? (I knew it was going to happen anyways, when I ordered the card.) Help would be great, and I could get my sister's computer up and running again!
 
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