You cannot upgrade to i3/i5, your motherboard does not support that. My guess is that you found some game which requires such CPU as a minimum.
Your best options are:
1) get a completely new build based on i3/i5/i7 or Ryzen CPU
2) upgrade your current CPU to Core 2 Quad Q9550 or Q9650. Such CPUs can be found used for cheap, and are actually several times faster than your pentium 4, and will likely meet game requirements no matter the fact that the game calls for i3/i5. Core 2 quads are not as fast as i5 or ryzen, of course, but are something to consider if you don't feel like swapping the entire rig and for only a couple of dozen bucks.