Well assuming you have a PCI-E graphics slot anyway.
If your PSU can handle it you may also want to step up to an NVIDIA 9600GT or even a Radeon 4830 or NVIDIA 9800GT. Anything beyond that generally wouldn't yield much of an improvement for you, due to your CPU.
Ack, looking it up it seems you have a 300W PSU that's probably a little anemic. Don't go beyond a 4670 since if you choose a card that consumes too much power it could kill the system, and even a 4670 may be pushing it if the quality of the PSU is poor. I'd also upgrade the RAM while you're at it to it's max 4GB, or at least to 2GB.