The problem you are seeing is likely because your init files are running a command like "modprobe agpgart". If the code was compiled directly into the kernel (and not as a module) running that command is not necessary and will not work. Code compiled into the kernel is automatically enabled by default. You need not do anything special to cause it to become active. Typing dmesg should confirm this as you should see messages similar to the following:
agpgart: Detected an Intel 440BX Chipset.
agpgart: Maximum main memory to use for agp memory: 565M
agpgart: AGP aperture is 64M @ 0xf8000000
To get ride of the error either edit the rc files so it doesn't attempt to load the agpgart module or recompile your kernel with agpgart setup as a module instead of compiled in-line into the kernel.