Actually, pound for pound, the NVIDIA card is more advanced technologically than the Radeon you had. But most of that tech is useless because the 5200 is far too slow to be of any use for it...but that's neither here nor there.
Who installed the card for you? Whenever you replace an item such as a graphics card, especially one from a completely different chipset maker, you need to make sure your system is completely free of driver files and registry entries from the previous card. You can do that by using a program called Driver Cleaner or by formatting your hard drive and reinstalling Windows. From the problem you describe, it sounds like there is a software conflict somewhere. Unfortunately you may be too far gone for a simple run of Driver Cleaner, and I would strongly advise you to back up your important system files and either reinstall Windows from scratch, or use the restore discs that came with your PC. I would also recommend you go to the driver archive on NVIDIA's Web site and download a previous version of the Forceware drivers. Older cards such as the 5200 aren't well supported in the latest drivers, so using an older one may help you. Finally, don't ever buy another PNY card. They aren't very good quality, and their support is terrible. Around here, we recommend BFG Technologies or eVGA. Good luck.