If you have a pentium 2, celeron, pentium 3, duron, k6-2, athlon, or k6-3 system it is a pretty safe bet that you have an agp slot. If you have it, it is superior to a PCI slot, so use it.
You can crack open the case to know for sure. An AGP slot will not be white in color, but will be near some white slots. It will be slightly shorter, and it will begin closer to the center of the board. (Look at Fishu's picture.)
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bloom25
THUNDERBIRDS