Improving my configuration

Hello Tom's Hardware forum,

I've been reading Tom's reviews and articles for a while now, but I've never posted something on this forum.
Now that I got my hands on a better processor, I've been wondering what can I do with it.
I've only installed Grand Theft Auto IV until now and to be honest it hasn't run very smoothly no matter how much I lower the settings. Can you fellow forum keyboard mates help me with it.
This is my configuration so far:

Intel Core 2 Duo (Conroe) OC-ed at 2.7 GHz(but CPU-Z shows that it runs on 1.8 GHz pretty much all the time) with 4 MB cache memory with stock factory fan on top of it;
Nvidia Geforce 210 at 512 MB with 767 MB shared memory(that's 1279 in total) running at stock speeds(that's because I tried OV-ing to the max: 1178 MHz Graphics clock; 480 MHz Memory clock and 2804 MHz processor's clock, but I saw no improvements with that done);
MSI G31TM-P21 Motherboard with newest version of BIOS on it.
2x 1GB DDR2 RAM Memories(A-Data and Kingmaxs) running at 333 MHz and 400 MHz, respectively, with stock clocks at 5-5-5-15/18(that's because I am rookie at OC-ing RAMs)
Samsung HD080HJ 80GB SATA-II 3.0Gb/s and a
branded name(I can open the case now) Power supply unit covering 400 Wats.

So, I am open toward any ideas how to improve my system so it can run smoother, that is, exept buying new stuff, because I am short on cash and unemployed at the time of posting. Also I accept any suggesting about what games should I get for myself, because GTA is getting kind of boring.

GeForce 210 is an excellent video card for watching movies . Its gaming potential is pretty much ZERO

What is the processor you have ?
What operating system are you using?
What is the resolution of the monitor you are using ?
What is your budget ?

Your best improvement will come from updating the graphics card , but without the information I have asked for its impossible to make a recommendation

The processor is listed above, its Intel's Core 2 Duo E6600;
The operating system is Windows 7 Ultimate 32-bit;
I mostly use 1024x768 for gaming if thats your question;
If its not, the resolution is 1280x1024(because its not wide screen, its a normal 19" monitor);
About the budget, I said before, I am not able to upgrade the parts, I asking is there any way I can overclock the items I already have?

You dont need more RAM while you have a 32 bit version of windows .

The only fix is a new graphics card . You may be able to get a second hand card quite cheaply when you do have some budget to work with .
Till then there is no way to make an improvement