The CPU is perfectly fine.
Much more powerful than the X2 6000+
This chip will easily hit 3.0Ghz with a moderate OC.
A "Freezer Pro" CPU cooler would work nice too.
Under $20 at New Egg at the moment.
At such speeds, its much more powerful than anything with X2-6000+ can do, even when highly Overclocked.
If you are having gaming issues, it's likely your Graphics card.
For Reference, See -
http://xbitlabs.com/articles/cpu/display/pentium-e2160_14.html#sect0
This site also has reviews of the 6000+ and the E4400.
What you will see is that the 6000+ is not even close to the E6800 in its review.
However, the E2160 can match or beat the E6800.
The E4400, however, can clock the same and has twice the cache so at the same speed is faster than the E2160.
In short, your CPU is just fine.