I just went through this problem. I tried booting up after installing my new X850 XT AGP and did not see a respsonse from the monitor, no BIOS info or anything.
Here are the things to look for:
1. Make sure your BIOS is up to date.
2. Check your power supply, make sure you are properly powering the card. Test with a different power supply if possible.
3. Make sure your BIOS is set to boot from the correct slot, AGP slot in my case.
4. Test with a different PC if possible. If the problem occurs on a second PC your card is bad and need to be repaired/replaced. If the card works fine on the new PC you have a mobo/BIOS issue.
If you can't even get to the BIOS screen, you definitely have a hardware or BIOS issue (This is obvious, I know).
I wound up buying a new motherboard from a place with a good return policy, the same problem occurred with the new board so I put the old mobo back in and returned the new mobo and got a replacement X850 XT card. The replacement X850 XT worked like a charm, it turns out the original ATI X850 XT was bad.
The mobo I'm using now is an old 478 socket with a VIA chipset and it works fine with the replacement ATI X850 XT AGP card. ATI seems to have a high defective percentage with this run of the X800 series cards.