It sounds like you've got a 478 motherboard, which means you COULD upgrade to some 3.8 GHz Pentium IV. But the main problems are:
1) I can't find the specific CPU support list for your PC.
2) An upgrade to Pentium 4 won't be much noticed, especially since today's software demands at least 2 cores.
3) If you find some 3.8 GHz Pentium 4, chances are it will be even more expensive than a current triple core.
So, the best bang for the buck would be achieved with a new CPU + Motherboard + Memory.
Here's a nice combo:
http://www.newegg.com/Product/ComboDealDetails.aspx?ItemList=Combo.352582
And this memory, for instance:
http://www.newegg.com/Product/Product.aspx?Item=N82E16820231203&cm_re=DDR2-_-20-231-203-_-Product