Check your xfree86 log file (located in /var/log) for the problem. AGP will be enabled after you succesfully started X the first time. (after each boot)
Make sure AGP is set to 1X in the bios. AGP is not really needed (if you can't get it to work).
Your motherboard is one of the worst ones with AGP ever created. The ALI 1541 has a lot of AGP related problems. This is a piece ripped from the driver docs (cut & paste is easier than rewriting it ..):
o ALi chipsets: ALi1541 and ALi1647
On ALi1541 and ALi1647 chipsets, NVIDIA drivers disable AGP to work around timing issues and signal integrity issues.