I have a XFX GeForce 5200 FX 256 MB (although tomorrow I will hopefully have a Gigabyte 6600 GT ) and my system has never frozen because of this. Actually, come to think of it, it's been in two computer and hasn't caused either one to freeze. I don't know though, maybe you have some compatibility problems with a driver you have installed. I had the beta drivers (7x.xx) for a while and it caused crashing when I played Tribes: Vengeance. This was a known problem with Tribes: Vengeance though, and I rolled the driver back and it didn't happen anymore.
Eh. The GeForce FX 5200...one of nVIDIA's worst cards. But, don't worry the GeForce FX 5800 is even worse...it was so bad and plagued by so many problems that nVIDIA completely shut that line down.
It's not worth the money. The chip's architecture isn't thouroughly designed. It will do fine in most games, but if you're looking for a budget chip look higher into the 5700's or the 6200's.