Rage Fury Pro cards are old, from before the days of l33tc00ling, so there likely isn't any heatsink to worry about ('cause it doesn't need one).
How fast is/are your hard drive(s)? (RPM and ATA rate) Older, slow hard drives don't work well for capturing, as capturing requires a steady flow of a large amount of data to the hard drive.
Defragment your hard drive before you attempt to capture, as the data will be written more easily if all your free space is contiguous - it takes too much effort to write the video data if your free space is scattered all over the drive, and you'll lose frames.
VirtualDub probably won't recognize the Rage Pro as a capture device, so use the ATi capture software - make sure you're running the latest drivers and the latest software available for the card.
Remember that capturing at 640x480 or 720x480 is <I>four times</I> as intensive as capturing at 320x240 or 360x240. If your computer is on the old side, it may not be able to handle capturing at high resolutions. If so, see if the lower reslutions work satisfactorily for you.
Remember, you need to have a f$kton of free disk space if you expect to capture anything...and if you capture into a loosless format (such as Huffy), your final video product will look better than if you capture with an uber-compressed format.[/i]