The APU you are using does have an integrated graphics component, and for certain the HD5870 is not compatible with the APU to work together. I would agree (as your friend is) to not use the graphics component of the APU.
You can double-check in Device Manager under Display Adapters to see what is listed. It should list the APU's graphics (HD6530D). You need to go into the Motherboard's BIOS to tell the system to not use the APU for graphics, and rather the discrete graphics card in the PCI-E x16 slot.
Check your motherboard's manual for full instructions, or contact them directly.
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