1. Open the motherboard cover when your pc is running and ensure that the onboard AGP fan is running fine with no hitches.
2. Have you installed your mobo drivers? Please post the exact words you see @ BSOD.
2. Install win 98 and run a 3dmarks/Doom 3. See if your pc is running well.
This will help you to troubleshoot where the problem actually lies.
@Sourabh -My card has a fan