Theres a chances it'll be cheaper to get a newer mobo/cpu/and ram than upgrading a socket 939 to dual core. A lot of the 939 boards used AGP cards, so anyone wanting to hang onto their older systems place a lot of value in the limited number of dual core 939 cpu options out there and the price has been driven up. Let us know what you find price wise and we'll do a comparision.
If you're willing to go EBay, you can get a lower end (X2-3800+) socket 939 processor for under $100.
Pricewatch shows the cheapest dual-core s939 at StarMicro Inc. This is an OEM processor, so you'd still need a Heatsink/Fan (or maybe use your current?). Better processors have a sharp increase in price
I don't know where to start with the choice of mobo's, I have a full ATX tower. I do a lot of surfing the web and i manage my own web-site for a hobby of mine. But want something that will be awesome with gaming. Here's what I have now:
If you're in need of guidance, start with the stickies on this forum. Proximon has a great guide on how to choose parts and in his sig, he keeps a list of parts he recommends to get real specific. Once you have gone through that, you can use the sticky on how to ask for help to get some specific help based on a budget and what you have already. That link is also in my sig. Follow the format, and you'll get lots of good help from the knowledgable around here.