You need a new video card. The 9400GT wasn't even intended for gaming when it was released years ago. 3gb of ram is alright as is your processor although in games that only use 2 cores(there's still a good amount of those) it would help if you overclocked it.
What is your budget and what is the native resolution of your monitor?
just reading some video card reviews, what is your view on the HD 5770 and the HD 4870?
With the prices (in the US) now, the 5770 is the better choice.
The 2 cards are essentially the same though, the 4870 just lacks DX11, uses more power, but has slightly higher bandwidth.
If you can find a big discount for a 4870 though, go ahead with it.
However, neither is a great buy now. With the 68XX coming out ans the 5770 soon-to-be-probably rebranded, you should see a wave of 5770 price cuts in the near future.