Problem with geforce graphics card?

i can't seem to get the geforce graphics card 5200 working on my comp. after i put in the graphics card in the AGP slot and plug my monitor into the AGP slot of the graphics card i try to run the comp but it keeps showing the orange colour led near the power on of the monitor. some of friends said that you have to increase the power through the BIOS . Please help i really want this graphics card. any help would be greately appreciated.