|Don't blame nvidia. Who bought the video card? Did you do any research before you bought it? If you had, I doubt you would have gone for a 9400.|
nvidia has changed their naming convention, but it used to be the 1st number was the generation, the 2nd number was the performance level, & the trailing letters (GS, GT, XT, etc) further nailed down the performance. you may have a 9th generation card, but it only has a performance level of 4 (9400). Your buddy has an 8th generation card but it has a performance level of 6 (8600). Had you got a 9600 or 9800 (or even an 8800), your system would blow his doors off.
If you do buy a new card, consider getting something like a Radeon HD 6670 with GDDR5 memory. It only uses slightly more wattage than the 9400GT, but the perfomance difference is huge. Newegg has them for under $70.