Did you ever have an AGP card running on it? If not - you might check to see if there's an onboard video adapter that needs to be turned off first or some other video setting that gives priority to the AGP card. You should also make sure you have the most recent BIOS version installed in case there's an update involving the AGP interface. If you had an AGP card running before but it stopped working, have you done any recent hardware changes preceeding its unwillingness to recognize an AGP card? Do you also have a PCI video card installed? If so, you might check the BIOS config to see if there's a need to give the AGP slot priority for your particular motherboard or a need to overtly activate it. Finally - check your AGP video card maker's download area and support forum - I've seen some problems listed with a few video cards specific to their being used with Athlon and Asus and there were notes about conflicts requiring a BIOS update in some cases and/or video driver updates in others.
I had similar problem with Win2KPro....I updated the BIOS, re-seated the ram and the problem went away.