Solved, below is what I did to solve the problem, in case anyone else on the net stumbles into this and needs it.
[SOLUTION]
This is a unique problem to Shuttle PC's, in my case a SG33G5. It might be the case for other smaller or compact makes of computer as well. To make them so small, they put in a smaller power supply, then add a bridge to certain video slots. You have to physically pull up what looks like little lego bricks, and put them back down in the right place to get the PCI Ex slot to work.
Second, you have to go into the BIOS and tell it to use the HMDI/PCIEx slot ... it has to use both, which WILL kill your VGA/DVI Onboard chipset and any monitors you have plugged in.
ON TOP OF THAT, you need to have the drivers already installed for the card you want to use, or else it wont see it. I was using Windows 7 64 bit .... even that refused to see it. Below are the exact steps you need to take to fix the problem.
1. Install the proper drivers for your video card, in my case the ATI Arcade VGA 5000 -
http://www.ultimarc.com/avgadrivers.html - you will get an error in the install list for Catalyst.
2. Shut down your PC.
3. Switch the bridge from On-Board to HMDI/PCI Ex
4. Install the card in the PCI-Ex slot.
5. Plug a monitor into the DVI slot.
6. Turn your pc on.
- It should boot but be at a REALLY weird resolution.
7. Open the drivers folder again, and re-install.
- this time everything should go 100% perfectly, because it sees the card.
8. Reboot.
Everything should work perfectly now.
Just a side note, when you plug your pc into your CRT Monitor, the VGA port only works with 15khz so regular PC monitors dont work on that port, and if you plug a DVI AND a VGA into both slots, your PC WILL see it as a duel monitor system. Resulting in mame games playing on your DVI screen, and your CRT being just a wallpaper, and nothing else.
This is easily solved by unplugging your DVI monitor, everything will jump to the CRT, and you're set!