|"I know for a fact that the power supply can handle it because it is a new one"|
Just because it's a new one necessarily mean it will work. The FX5200 is a low end card with low power requirements. The 6600, while not a great card, requires more power than the AGP slot can supply, so it's needs an aux power connection from the PSU. Your new unit should be at least 400W (more would be better) & should have either two or more +12v rails of 18-20A each or a single +12v rail of at least 26A.
"thank you also for the listings of the 6600 but I found a good cheap one on newegg"
The above cards are better than the 6600. Why do you just wanna meet the minimum requirements for the game? Also, I just checked newegg & there are no 6600 AGP cards.