Unfortunately, there really isn't a lot do be done with a system that old. About the only recommendation I would offer is to look for an old graphics card like a Geforce 6600GT/7600GS. Anything more than that would probably be wasted on that system. Granted, it would provide some improvement in gaming, but not a lot.
If you can find one on the cheap (say no more than $25), then go for it. Otherwise, I'd look into building a new system.
F.Y.I. - DFI NF4 250GB motherboard specs