those cards are PCI not PCI-E so I'm assuming Dimension 3000's don't have a AGP slot (nor a PCI-E slot).
In that case, I'm fairly certain the PCI video card will be fairly bottlenecked. that slot usually only has 33MHz bus. The integrated graphics probably runs on an internal AGP bus, even if there's no slot so it has a lot more bandwidth to play with.
You might want to go cheaper than a 9400GT if you can. It might not make a difference. If I had to pick from those 2, I'd go with the 8400GS since it's cheap. Or even stick with the integrated solution since it's probably fine for 2D.
On the other hand, for the money you'd spend on a PCI GPU upgrade, you may be able to score a barebones case/mobo/psu (maybe even a P4 775 CPU) that is more upgradeable. Reuse the RAM and opticals and you'd be in good shape (for a P4 at least). Just a thought.
The board is only PCI, not PCI-E.
As for gaming... Yes I do want him to BUT I'm talking Fisher Price, JumpStart type of games... not Crysis maxed out
There are not many good options in PCI cards and I think both the cards you selected would work fine with the games you specified
A Nvidia Geforce 9400 combined with an Intel Atom 1,6ghz dual core (Nvidia Ion) can play Call of Duty 4 with not too much lag so you won't go wrong if using it for Fisher Price games
for 5 more bucks you can get a 9500 gt but its from sparkle and i do not know how good they are...