Pixel Shader 2.0 is hardware that needs to exist on the video card.
Your GeForce 4 mx4000 does not have Pixel Shader support at all. You need a new video card that has Pixel Shader 2.0 support. Modern video cards (those manufactured since 2005) have Pixel Shader 3.0 support. This is why you need to pay attention to the system requirements for games.
The information you need to provide is in the "CPU" tab which list the type of CPU you have and it's speed. The following screenshot shows a modern Intel Core i5 650 CPU which runs at 3.2GHz.
You also need to provide some information from the "Mainboard" tab. The following screenshot shows a modern Gigabyte motherboard with a PCI-Express (PCI-e) graphics interface. Hopefully yours will state AGP. Also a PCI-e and PCI interface are no where near compatible with each other.