Yeah, AGP doesn't fit in PCI at all and it's not your motherboard not recognizing the monitor, as that never happens, a computer doesnt recognize a monitor, it recognizes the hardware that sends the signal to the monitor. Like what's been said though above, and power goes to it with no beeps, no signals, no nothin, then it's either CPU is bad, seated wrong, or the motherboard is bad.
Did you clear the CMOS before installing the CPU or have you tried clearing the CMOS at all? If you read the manual it says it's best to clear the CMOS before installing a new mobo or CPU in the mobo
That doesn't exist, PC2100 RAM is 266FSB not 333. 333 is PC2700 RAM and it's known as DDR333 or in your case if you have PC2100 then it's DDR266 and it's 256mb, so all in all you have 256mb stick of PC2100(DDR266) memory.
Clear CMOS, if that doesn't work, reseat the processor, if that doesn't work, try it without the processor in it to try and see if you get some beep codes, if you do then it's the processor, if not then it's the motherboard, also make sure your motherboard isn't grounding out on the case