The reason why the Intel one is more expensive is primarily due to the fact your looking at AMD's cheapest quad core from a budget line up, compared to Intel's I5 750 which out performs AMD's best quad core the Phenom II 965.
The motherboard with the Intel set up is also a higher end model ATX board that supports crossfire/sli, while the AMD board is a budget microATX board with no crossfire/sli support amoung other features.
Basically one is entry level budget performance from AMD, the other is Intels mainstream, of course there would be different price ranges. If you thought they compared simply because of clock speed, you have a lot to learn about processors.
Keep in mind with the AMD set up, you could use your current DDR2 memory, the Intel requires new DDR3. Either would be a good upgrade depending on what games you play, but most games don't show good advantage going from 2 to 4 cores yet. How much of a gain you get in games is going to depend what you currently use for a video card and resolution you game at.