The aperture size is how much system memory you want to be able to share with the AGP card. It can have performance bonuses but whatever you set it to the card will still work. I have it set to 4MB on my old compaq and it works fine.Aperature size generally has to do with the amount of memory installed on the system as well as the size of the AGP itself if you are using one. The usual advice is to set that to 1/2 of the card's total. A 128mb card would see 64mb made available for storing complex textures and effect video performance.
Since you didn't say what PCI/AGP/PEG first graphics (Graphic Adapter Priority, among other names) mode setting does I'll assume you don't know and tell you. It's a setting to tell the BIOS where to look for the video adapter first.
I doubt the pin broke, plus other AGP cards work so it's probably a compatability thing with the 'mgp' and 9600XT you have.