Yeah, the 9400GT isn't exactly power hungry. Kind of a waste to get the 1GB version though as the extra RAM is kinda useless on that card. Anyway... Make sure that your card is properly seated in the PCI-E slot. Go into the BIOS and either set the video to PCI-E, or disable the onboard video altogether. If the onboard video is disabled then the board should look for an available card. Of course, gateway cripples its BIOS so who knows if it has a problem with that ^_^.
Ok, what if I can't find the option to disable my onboard video in my BIOS?