Actually I fixed the problem. I think my motherboard is too old to be fully compatible with the graphics card.
Anyway I set the agp mode in the bios from 4x to 2x and it worked like a dream.
About the games: GTA 3, Mafia, Aquanox, Sacrifice, Half-life and Battlefield 1942. Before I changed the AGP mode absolutely all of my games crashed after a little while.
My ram doesn't have heatsinks, only the gpu.
My card isn't as hot as yours I think, the only heat I can feel is from under the GPU, so you may have a problem there.
Good luck.