If you are talking about the Sempron 140, which is based on the Athlon II, it would be the better choice under the following conditions:
-It is cheaper and you just need to build a working computer (performance doesn't matter)
-you dabble in overclocking, want to try to unlock the second core and are willing to accept the risks
-You need excellent single threaded performance only (this is a rare circumstance)
The Athlon 64 4400+ is better under the following circumstances:
-All other circumstances and, at that, most circumstances.
Even though the 4400+ is only 2.2GHz and based on the slightly older K8 architecture, because it has two cores, it is better at most things than the modern Sempron.