Bottle neck doesn't cause damage. All that means is that the CPU is holding back the performance of the gfx card. In your case, that is a non-issue.
If the card is usable, just install it, install the driver for it, and see how it works. Did you have a card in before, or just using the on-board graphics? Because if you had a card in before, you should uninstall the driver for it first.
Get the driver for the 8600GT here: http://www.geforce.com/drivers