okay from what i can tell that is a biostar (and maybe some other brands) motherboard, and it is socket 939 (s939).
the 4200 that you have is the best dual core chip you can put in there, besides an opteron 185 or fx-60, which are both 2.6ghz.
the opteron is a good chip, but you would need to overclock it to see any benefit over the 4200, and that likely isnt possible, since your comp is a pre-built. your looking at 230ish dollars for the chip alone, and you can almost build an am2 or low end intel build for that much (cheap ddr2 ram, mobo and chip), so its really not worth it.
the fx-60 is an EXCELLENT chip, and has an unlocked cpu multiplier, making for extremely easy overclocking. though, once again, it is likely you would not be able to take advantage of it.
if you can find a cheap fx-60, it would be a decent upgrade at stock and the possibility is there that you could oc it (not likely though). and its even less likely that you will find a cheap one.
sorry to disappoint.
as far as the ddr2-800, no you cannot use it in that mobo (if it is the one i think). it uses ddr, not ddr2.
graphics...i have no idea. depends on wether you have pcie or agp. likely it is pcie.