|1 - of all available cards, why a 9400GT? Just curious.|
2 - you can't install the drivers BEFORE you install the card.
3 - depending on your BIOS, there can be numerous settings to change - disable onboard video, reduce shared memory to none, change Initial Display to PCIe (or AGP)
4 - are you sure the card is fully seated in it's slot? No beeping at startup?
5 - is the monitor cable connected to the new card?