PCi-e gpu undeteced after shut down n startin but detected on reboot

Ok here is the deal, i have a new gigabyte g31m-s2c motherboard,and i found the pci express gpu- (9600gso)-no display..gpu is not being detected at all.then i hit the restart button on my pc and -bang it had display..gpu was detected.then again i though t i shut down my pc ,it cudnt find my pci-e and enabled the onboard vga..
now its simple as that,everytime there is-
Shut down and ON = Onboard Agp
Restar or reboot = Pci - express
I have in my bios- "init display first- PEG" (tried PCI also with no luck)
and - "onboard vga- enable if no ext peg is found"
(the only other option there is to "always enable onboard vga", there is no other way to disable onbaord agp,as gigabyte mobo s are supposed shut the onboard card automatically upon finding the ext gpu--(according to their website))

so...im a little desperate here..please help..
i have reinstalled my windows and drivers with no luck..