Radeon 9600 is the video card's chipset (I think...). Best way to find out what it is without opening the computer is Start > Programs > Acessories > System Tools > System Info
You should be able to find it in there somewhere under Components > Display (I think, not 100% sure).
As for the processor... Athlon, means you've got an AMD board, so don't bother looking for Intel (Pentium, Celeron, etc) processors. I believe your processor uses Socket A. I don't know if your processor is any good (I'm only familiar with Intel ones), but it's probably possible to upgrade your CPU as long as it's a Socket A type. Don't take my word for it though...
OS: WinXP Pro
Mobo: Gigabyte 8VM533M-RZ
CPU: 2.2GHz Intel Celeron
Vid: Gigabyte NVidia MX 4000 (128 MB DDR, TV out)
RAM: 512MB DDR
HD: 40GB (1:3 partitioned), 34GB
Drives: DVD R/RW and 16x DVD-ROM
ISP: AT&T/SBC Yahoo! DSL