Depends on the games you play. There is also a significant difference between the performance of a modern AMD processor with DDR2 1066 vs DDR2 800. How much so depends on the game in question, but overall there is no reason not to be using DDR2 1066 as it only costs a little more. Of course, that prebuilt one is trying to squeeze every dollar from you .
Anyway, if you want to minimize the CPU bottlneck you can overclock your CPU for added performance.
You will be fine. Granted a higher end quad core CPU will give better performance overall, but by no means will you struggle. The Athlon II x4 chips are awesome for what they are. Cheap quad core that can handle their own.