The monitor switching itself off is an oddity - on the face of that it sounds like FS2002 is trying to use an unsupported resolution/colour depth/refresh rate combination. Does it work with any other Direct3D applications?
Shack:
This sounds like a nForce system with the integrated GF2 - since they only work with Athlons there shouldn't be an incompatibility problem between the two. That said, adding a new card sounds like a good idea... I just swapped my GF2 for GF4 for FS2002 - now I just need a new motherboard and processor to go with it...
m.