|Think them compatible and what you realy need.|
First of all, search about your motherboard for which processors it supports. Probably your motherboard's manual tells this. Also, check for your PCI and VGA slots. What's your motherboard's PCI,PCI-e and VGA slot supports? Theese are also can be listed in manual.
Then, you have to think about RAM. Does it DDR, DDR2 DDR3 etc supports?
And which Power Supply will you need with your system? How many Watt will you need? Which will be quite fine for your system?
Last, after collecting this system, which operating system will you use for best performance.
For example, graphic cards support directx.x versiyons. And if you buy a graphic card and it supports directx.10/11 you will need Vista for dx10 and w7 for dx11 because XP supports dx9 and others what I said. Ofcourse it's your choosen.If you "not a problem I just want to play dx9 supported games" don't think about the operating system. Also if you upgrade your ram higher than 3GB you will need 64bit operating system etc..
Please think and search theese before to do upgrading your system.