Make sure the video card is fully seated, its fan is running, its fan and heatsink are dust free, and its heatsink is securely mounted.
If those are ok, then remove the computer's cover, and run an external fan.
If that works, then make sure the inside of the computer and all cooling fans are dust free.
If there's no dust and the problem still happens with the cover replaced, then the system probably needs either additional or more powerful cooling fans.
If the external fan does not fix it, the see if the card works ok in another system. If it does, then your MB's AGP slot may be defective.
If the card has the same problem in another system, then it may be bad.