What PSU are you using? It could be that your PSU is insufficient and causing all sorts of problems. Still, I'm more inclined to agree with wa1 that you should RMA your card, or return it if you got it at CompUSA or something.
Before you do that though try to update the BIOS on that board. It's based on the rather old GEFORCE 7025 chipset while the Athlon II X2 250 is rather new. It could be that your motherboard is not properly supporting your CPU and that is what is causing many of your problems.