If it is intergrated graphics - then I assume that you don't actually have a current card installed.
RE AGP 8X - I think this will accomodate lower speeds such as 4X and 2X, but I'm not entirely sure if this works the other way i.e. a 8X can't be used in a 4X slot. I am assuming that you have not yet purchased a graphics card - when you do, look at the specifications on the box, this will tell you if it's AGP and what speed it is. Most newer cards are 8X compatible. Sites such as DABS sell AGP graphics cards cheaply.
Before fitting the card, have a look at your BIOS and determine the set up of your machine. If there is an option for Onboard Graphics make sure that it is turned off. Save changes. Turn off PC, insulate yourself and put in the card. Turn on machine. If you are running XP, then Windows will offer to find the drivers for you - I personally don't do that, I install the ones provided with the card. After doing this you will have to reboot.
If the onboard graphics option is not available in the BIOS, then you can shut off the onboard by simply adding the card. This is possible with Phoenix Award v 6.0. However, before you insert the card, ensure that the graphics driver CD is in your CD drive, this will allow the drivers to be detected on boot up and a graphical output.