Yea, onboard video doesn't cut it when it comes to gaming. Expect to pay about $100 for an FX5500 128mb/128-bit PCI card online. An FX5700LE will cost a even more. They'll both cost about $40-50 more at a retail store.
If you decide to upgrade, 64-bit cards are not all that great for gaming, but anything is better than onboard. An FX5200 would be OK & it would be a lot cheaper.
Here's a 128MB/64-bit FX5200 PCI card for $43 shipped:
http://www.newegg.com/Product/Product.asp?Item=N82E16814140027R
If you want the 128-bit version (which is 30-40% faster), here's one for about $72 shipped:
http://www.newegg.com/Product/Product.asp?Item=N82E16814145055
ASUS A7N8X-X
Athlon XP 1800+
8.5 x 200MHz
1280MB PC3200 2.5-3-3-7
Asus A9550GE/TD 128MB
WinME/WinXP Pro SP1