Hello. I have the same graphics controller, and the problem is not AGP. True, you do have an AGP slot on your motherboard, but that is used for placing a video card - for upgrading the 82865G graphics controller. Since you are using the graphics controller that came with your computer (a Dell I bet) then there is no video card, and thus nothing in the AGP slot. That is what you are getting "Not Available" - it says that on mine, too. It will only have a value there unless you install an AGP graphics card. Thus, we have eliminated that as the cause of your problem.
Now onto the solution. The game may be giving you that information because the onboard, or integrated, graphics are not enough to support the game that you are trying to play. The game may assume that in order to play the game, the user most likely has an AGP graphics card installed, but that it is disable in the BIOS settings.
If I was mistaken, and you do have an AGP graphics card, please post back.