I totally fried a AGP 1x card by just placing it in my new mobos AGP 4x slot, but that was a stupid mistake on my part (my bro asked me to try his savage 4 and I never thought anything of it) fried the power header on my mobo too so now my comp dont shut off. Anyway I doubt you could seriously damage your card because you have less voltage, not more. AGP 1x cards run on 1.5v whereas the newer cards run on 3.3v, I have never heard of anyone damaging something from less voltage, only lockups or it not posting.
If its not a driver problem, then do as Nhanced1 said You would probably be better off just returning the 9500, untill you upgrade. As he said, it will make little difference in games because your processor / mobo is so slow. Anything over a Geforce 2, would be maxing your bandwidth so theres no point in wasting cash, unless you just wanted to say you did it
Edit: Just found this site, should clarify.
http://mirror.ati.com/support/faq/agpchart.html
It said that the 9500 supports 3.3v, 1.5v, 0.8v, but only supports AGP 2x,4x,8x