What is your problem?
Why do you think you need to upgrade?
As a rule, the graphics card is more important than the cpu for gaming.
To help clarify your options, run these two tests:
a) Run your games, but lower your resolution and eye candy.
If your FPS increases, it indicates that your cpu is strong enough to drive a better graphics configuration.
b) Limit your cpu, either by reducing the OC, or, in windows power management, limit the maximum cpu% to something like 70%.
If your FPS drops significantly, it is an indicator that your cpu is the limiting factor, and a cpu upgrade is in order.
It is possible that both tests are positive, indicating that you have a well balanced system, and both cpu and gpu need to be upgraded to get better gaming FPS.
Most games will only use two cores, perhaps three. Upgrading to a quad may not be as effective as you hope. You might do better to overclock your E5200 a bit. It is a free upgrade.
I also think that with only 2gb of ram, you may have a problem there.