I'd suggest taking it back (claim it keeps making your computer reboot, they generally don't argue that) and getting a 6200 or something.
No one really knows whem NVIDIA will, if ever update the Vista drivers for the GeForce 5/FX-Series cards. So getting a 6-Series will probably be better in the long run.. apart from anything else they perform much better anyway.
I know that the boxes say "Vista Essentials" on them now, but realistically, they're quite poor cards in all. With the budget-end cards for both NVIDIA and ATI for their HD-gen cards being around $50-60 it's really worth picking one of them up if you have a PCI-E board. Otherwise, for about $110 you can get a 7600GS/X1600XT AGP which performs fairly well on most current generation games. In-fact better than the new Dx10 line cards, plus both cards are actively supported still even for Vista.
I have a HD 2600 XT on here (£60 ~$105ish) which performs very nicely on all games even the Dx10 ones. Not getting record breaking FPS, but it's more than enough even in the more demanding titles. Should last for the next year or two as well.
This is something I'd like to note when getting a new card, don't bother with top-end; as they're superceeded too quickly; and low-end generally remains just as piss poor between generations (last time there was a performance increase of more than 5% was between GeForce 5-6) .. budget cards generally can last you a good 18-24months before starting to get sluggish.
In-fact it's not until recently that those from the previous generations started to show performance drops. You can still play most games with resonable hardware.
Crysis, Tabula Rasa and Colin McRae Dirt however seem to be big exceptions to this; as you need serious hardware to get any reasonable performance from them. Dirt for example makes this seem fairly odd given, my PC pretty much can push more than what a 360 can even with the added crap from Windows constantly there; yet my 360 runs it at 60fps constant and smooth, my PC barely pushes 25fps on a good day with everything turned off. Think their code for the PC is probably quite squiffy.
Still for most games you'll be alright with a mid-range for a while.
Card I'd recommend:
GeForce: 6600, 7600, 8600 or above
Radeon: X800, X1600, HD 2600 or above
Budget cards are nice for desktop useage, but gaming; not worth touching unless your budget really is so small it can't extended to an extra $20-30. In which case I'd recommend skipping getting that new game you want in order to have the extra. Trust me you won't be sorry.