Hi newcomer and welcome to the Tom's hardware forum.
1- What processor do u have?
2- DDR2 1066 is only supported by and AM2+ or AM3 processor.
3- Your current RAM is working at 800MHz. Why?, here are the explanation: DDR means double data rate, in other words means that U need multiply with 2 the speed that u see, in this case 400MHzx2=800MHz that is the DDR2 most used speed. For 1066 u only will see 533MHz, but only if u have an AM2+ or AM3 processor.
1- What rig your friend have?.
2- U can go with this processor: Athlon II X4 630 is a very good CPU and have a very solid performance and is supported by your mobo.
3- What RAM size do you have? 2GB, 4GB, 8GB. The recommended is 4GB.
4- If u bear in mind that the human eye only can see until 80FPS or 100FPS, the other 220FPS or 200FPS of your friend don't help in anything.
a- Add another GTS 250 in SLI, the GTS 250 is around $150 (EVGA).
b- With a little more that the GTS 250, u can go with a 5770 (around $180 SAPPHIRE) that is in the same performance level that the 4870 of your friend.
c- Re-sell ur current GTS250 and go with a 5850 (around $315 SAPPHIRE) that is a better GPU that the 4870.
Now if u go with the 1st option (2xGTX250 in SLI), u need a 550W or 600W PSU, something like this Antec 550W.
U need a PSU from a good manufacturer like Antec, PC Power and cooling, Corsair or Seasonic.