This is a PCI and not a PCI-E, right?
If so, set the BIOS for PCI video first - auto might not be working (maybe looking for PCI-E?)
The BFG 8400GS needs 300W powersupply at a mininum. Do you meet that?
What BIOS revision is it? The release notes of the most recent BIOS says there have been a number of fixes for video