Pentium 4 with HT, am I right? With Intel 865G Chipset? You need
an AGP card, I have a desktop, 865 Series chipset, P4 2.8GHz HT,
mPGA478. It has an AGP slot, though there's nothing on that slot as
of yet. 
Old Intel integrated graphics seriously are underpowered. Your
CPU still did much of the processing work. You seriously need a
real GPU. Yes, ask any com shop owner for an AGP card, but try not
to get any from the GeForce FX cards. Got one, and really hated it.
Couldn't even run BF2. I saw some 7600GS AGP cards at Challenger
lately. You can go buy them. Should be the most powerful AGP cards
STILL on the market. The 7800 series AGP are all sold out, the last
time I checked. That, or the shop keepers are hiding them for
some reason.
If you find a PCI version of, say, the 8400 GS or 8500 GT, then
get them. They are like the most powerful cards you can find that
can fit in your system, seeing as you don't have any PCI-E
slots.
EDIT: Forgot about the AGP ATi HD3850, but you will need an
extra power connector.