depends. i would have thought they'd suppled you with one when you bought it. XP is quite good at getting generic driver, however doesnt always, if not try googling the make/model and getting drivers there.
it is highly recommended. And what's nice with NVidia, the installation of the driver is pretty simple. go there: http://www.nvidia.com/content/drivers/drivers.asp you only have to choose "graphic drivers", your generation of card, and you operating system. and for the generation of you card, there's only 5 choice on their site, geforce and tnt2 = all geforce under 7000 series, 1 for all the 7000 series, one for the 8000 series. edit: just post your card model and I'll figure it out for you and supply you with the direct link if you want....