Is it an AGP card or is it an on-board connection?

If card I would remove it and then reseat it. If it is a card you will see a screw holding the card to the case frame. Remove this screw and pull the card from the slot. While you are at it you might gently clean the connections with some Alcohol on a soft cloth (do not touch the connectors with your hand) and perhaps blow out the slot (gently) with some canned air.

Also inspect the pins where the cable plugs in for any looseness or other damage.