Ideally you should uninstall the onboard gfx drivers from the device manger, shut down the pc, install the AGP card then as the pc starts go into the bios and disable the onboard gfx and enable the AGP card if necessary. When the pc boots into windows if it cant find the drivers use the cd that comes with the card, even if the OS installs its own drivers the ones on the cd may work better so it may be worth updating the drivers to the cd ones.
Most people would just stick the AGP card in and disable the onboard gfx in the bios and not bother with uninstalling the old drivers and probably find that it worked without any problems.
Is the AGP card compatable with your mobo, there are different voltages for some cards and mobos, check the specifications of both if unsure.
Although Geforce MX400s seem to be able to work with most mobos :?