that you got as far as the Windows XP welcome screen leads me to think that the problem was with a device driver. Windows locked as it tried to load the driver.
If you have used a modern motherboard (and I'm sure you have) it will have onboard graphics, so leave your AGP card out for the time being. Have you loaded the software that came with the motherboard, or didn't you get that far?
Am I right in understanding that you aren't even getting a POST screen, or does that happen before the machine stops?