Weather its nVidia or ATI processor shouldnt matter.
A problem I had recently (1 month ago) was I got a gf4Ti4600 Made by Winfast and it got fried. And then I sent it back and got another card, exact card that also got fried. Then I got a GeForce 4 ti 4600 card made by eVGA. And so far, I havent had any problems with the eVGA card.
May be your mobo has a incompatibility with that specific card, not the GF4, but that specific maker of the card.
My Opinion about that is, to send the card back, and get another make of the card, with the same GF4 Ti 4200. And look at your mobo's site to see if there is any problems with some vid cards.