From personal experience with the 9250 PCI version, I recommend not getting it. I got it from my friend for free, and the onboard video did a better job processing. If this is a PCI question, I would recommend neither. Use the money towards a new build..
Don't expect much from either, but the 9250 is better. The MX4000 is a DX7 card (basically a GF4 MX440se) and the 9250 is a DX8.1 card (basically a slower clocked 9200).
edit: I've used a couple 9250's without issue. I wouldn't touch the mx4000 though as it was a joke amongst us here on the forums. Kinda sad NV was still rebranding DX7 cards into 2004.