Ya, i was pretty positve that you had a agp mobo, because i know of very little mobos that have a socket 775 and a agp slot. If you have the money to upgrade to a new cpu/mobo Pretty much no matter what you get now is gonna be ddr2 memory, unless you go skt 939 from AMD. Which i dont suggest.
I would go with an amd athlon 3000/3200/3500+ If you dont have alot of money, and maybe ddr2 667mhz. I recommendt ddr2 800, but it's fairly expensive.
If you have a little more money i suggest a Core 2 Duo e6300. I dont know the mobos fairly well, but i do know is that there are a few mobos under $100. I highly recommend getting ddr2 800 with the c2d and aftermarket heatsink and do a small oc to 2.4-2.6ghz or more.
Then for gpus, if you're low on money after the cpu upgrade 7600gs or even a 6600/gt. But if you have a bigger budget 7600gt/7900gt may be a possibility.
EDIT:I suggested this stuff if your looking into upgrading cpu/mobo. If you want to upgrade the cpu, you'll have to upgrade mobo because they 3.0ghz pentium is top of the line for 478.