Socket 775 is an intel socket, not an AMD socket. As they are competing companies, they are not interchangeable.
Although, depending on the CPU models you are interested in, it may be less expensive to purchase an AMD board and an AMD CPU than to upgrade your current CPU.
To help you further though, we really need more information. AMD is a company that produces processors. Not a specific model of processor. They have a wide range from the weak ones that suffice for most office workers to the very powerful for those with a need for high CPU power.
Gaming performance comes mainly from two components, the CPU and graphics card. The graphics card is the most important. The CPU needs to only keep up with the graphics card for most games. Without information on your current system, we cannot tell you if you will benefit from a new CPU.
But without information on your system, we cannot tell you if you will even notice a difference in gaming.
Please give us more information and we will be more than willing to help. If you are not very computer knowledgeable and do not know how to get information on your system, let us know and we will try to walk you through getting the information we need.
Other important factors are your budget and the games you play. There are the occasional games that have requirements outside the norm. For example, Flight Simulator X will benefit much more from a more powerful CPU than from a more powerful graphics card in most cases.