What kind of games are you trying to play?
You can get some performance out of adding a GPU, but that single-core Sempron will keep you from gaining any significant increase in performance.
If you're looking to play mainstream games, you will need a better CPU, a GPU, and a better power supply. Either way, you will greatly benefit from upgrading those 3 components.
*It may be wise to invest in a whole new system. That's another thing we can help you with if you want to do that.