Thank you everyone - I just needed to look a lot harder! There a couple of tiny 2-pin plugs that were evidently on the wrong pins, just millimetres away...!
I'm now back up & running - but with the old lower-spec GPU.
When I put the new bigger one in, it all powered up nicely, but nothing came up on screen.
I put the old card back in and bingo!
So I'll have to assume the GeForce 9600 is too hot for my system:
XP SP3
Pentium Dual 2.5GHz CPU
2 GHz RAM
As for the motherboard & chipset (still learning what's what, by the way) I've no idea.
Is there a particular hardware combo that the GeForce 9600 prefers?
Thanks chaps - in reading all your responses, I stuck with it and kept going back to it to look afresh.