graphics card not working properly

HI i hope you or someone can help
my problem is that i have bought a MSI ms star force geforce 4MX440 with AGP8X 64 mb
it works fine but playing games it wont do the games load okay and start to play then it either restarts computer or goes back to desktop
my system consists of
AMD athalon 1.4g proccesor
windows XP
sound blaster live 5.1
above graphics card
640mb memory
my motherboard is a GIGA-BYTE GA-7ZX-H
any clues would be much appreciated
thanks
steve