If you're planning on using the discrete graphics card then it should be set to PEG (i.e. PCI Express Graphics).
I still don't see the difference...
When set to Auto, the BIOS checks to see if a PCI Express graphics card is installed. If it detects that a PCI Express graphics card is present, the motherboard boots up using that card. Otherwise, it defaults to the onboard graphics processor.
If you have a PCI Express graphics card installed in your system, you should set this BIOS feature to PEG Port. This skips the detection process, which may speed up the booting process.
If you're using a discrete graphics card the video cable needs to be plugged into a video port on the graphics card not the one on the motherboard unless you're using LucidLogix Virtu. With some of the older graphics cards the monitor needs to be plugged into the primary video port on the graphics card because the secondary video port isn't enabled until the graphics card driver is loaded during Operating System load.
What is the brand and model number of the GeForce 6600 card?
The blue 15-Pin D-Sub connector in your picture should be the primary graphics port.
Do you hear a single beep when the motherboard's POST has completed? The single beep means that the video card's POST routine has also passed.
If you're not hearing the single beep when the graphics card is installed then there is some incompatibility. Make sure the graphics card is fully seated into the PCI Express X16 slot on the motherboard.