Well, whenever I've installed a second video card, I just plugged it in and went....

However, I had 2 PCI video cards. With one AGP, it'll be a bit different.

Some BIOS's allow you to choose which card you want to be your primary display card - if you have such an option, make sure to make it AGP, or else you'll be stuck with your "inferior" ATI PCI card as your primary display - I know someone who wasn't able to change this.....a real bummer

Otherwise, plug it in and go