Have you tried reseating the card? If the device is not shown in device manager it is probably not correctly installed. Also, make sure that the device is not listed under 'unknown devices', if no other nvidia card was previously installed XP may not recognise it as a graphics adapter.
Also make sure the 2 6-pin auxilary power connectors are connected correctly and that your PSU can supply enough power for the gfx card as well as the other hardware, the 9800GTX+ cards can consume up to 350W at peak.
Have you tried going to the nVidia website and downloading the driver for the gForce 9 series and installing as a program (you do not have to install the driver specifically to the device in dev manager.
Let us know if any of this helps and if not please supply further system specs, ie exact mobo, cpu, ram and speed and also the psu max wattage.