|Is the link below the same as your computer? If so, the power supply in there is only 200W. I would guess that is your problem.|
The 8400GS draws 71watts which = 6A@ 12V. I don't think you have enough power to run that card. Not sure that you can upgrade the PSU much either. Those small form factor cases are restrictive.
The reason you can see video at the start is because all video cards have 2 modes. Standard VGA which runs without the need of any special drivers and then the higher performance GPU which draws more current.
There is a slight possibility there is a driver conflict. Try booting into Windows Safe Mode by tapping F8 at start up. Then remove the current drivers while in Device manager.
The long and short of things is that your unit was not designed for gaming.