You need to replace the whole computer.
AM2 chips will not work in 939 and there's nothing good on 939.
You probably have an AGP graphics port which wouldn't accept modern PCIe graphics cards.
For a budget build, I would say an AMD tri-core processor (e.g. Athlon II X3 440, $75), an AMD HD 5670 ($100) or Nvidia 9800GT for the graphics, 2GB or 4GB of DDR3 RAM, any speed, and a 785G motherboard (but definitely an AMD motherboard, Nvidia's ones are outdated).
If you prefer Intel I can give some options there, and you'll have less performance/$ (and higher motherboard costs) but greater power efficiency.
I recommend newegg.com for the parts, though other online shops have similar pricing so if you can get it cheaper elsewhere then do so.
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Since the graphics card is the most important part, here's some general advice:
- AMD usually has better performance for your money at the moment.
- For gaming, always buy cards with the second digit a '6' or greater. Really. Less than that and performance will suffer. So rule out the AMD 4350 or GT 220, they suck. One tiny exception to this is the GTS 250, which is decent.
To compare AMD to Nvidia roughly, use this link:
http://www.tomshardware.com/reviews/gaming-graphics-card-geforce-gtx-480,2598-6.html
And choose anything from the row beginning "Discrete: 8800 GT" upwards. Below that is not worth it.
A 5670 or equivalent will play almost all current games on high settings at 1600x1200, or medium settings at 1920x1200. Individual games vary here.
