I've got the same motherboard. What you should do is first install the drivers for the new 8400 card. Then put the card in, but when you restart the computer for the first time, press F2 ( I think it's F2 ) to enter the BIOS. Now go you have to set the primary video to PCIe. Then restart the machine and windows SHOULD recognize the new card and install the drivers since you already loaded them on. Let me restart my computer to make sure I explained that right.
As far as I know, You shouldn't have to go into BiOS when installing a new card. When Going from onboard Graphics to a card, I have always Disabled the onboard graphics, then installed the card and moved the cable to it. On reboot, you should get a new hardware detected pop up. As a general rule, I'll ignore all that stuff and go to the manufaturers site and download the latest drivers, as the ones that come with it on CD are most likely outdated anyway. One other thing, the 8400 Card is not a good gaming card. The bit transfer rate is only 64 on that thing among other things. The 8600GT is 128 and that is what you are looking for well as other things such as 2.0 Shader and such. I made the mistake of getting an 8400GS and within a month bought the 8600GT. coastie