Maybe you didn't mean it literally, but you can't normally use a Socket A
CPU (462 pins) in a Socket 939 board. They don't fit physically, and they
require different chipsets, etc.
I presume that your Geforce MX4000 is an AGP graphics card. There are some
Socket 939 AGP mainboards on the market, but the latest ones use PCI-Express
graphics. (PCI-E is entirely different from PCI.) Mainboards that use the
Via K8T800 Pro chipset
(
http://www.msicomputer.com/product/p_spec.asp?model=K8T_Neo2-FIR) or the
nVidia nForce 3 Ultra chipset
(
http://www.msicomputer.com/product/p_spec.asp?model=K8N_Neo2_Platinum) are
Socket 939 boards that support AGP. My own board is an Asus A8V deluxe
(K8T800 Pro), which is still available at retail, although I got mine in the
summer of 2004.
There is one board that I know of that has a PCI-E graphics slot and an AGP
slot, with full performance for either:
http://www.newegg.com/Product/Product.asp?Item=N82E16813157081
(Asrock 939Dual-SATA2, ULI M1695 chipset). It would be an unusual choice,
but it's supposed to be a decent board. It would permit you to use an AGP
card now, and upgrade to PCI-E later.
Your DDR memory may be usable, although Socket 939 boards usually want
PC3200 (DDR400) memory, in dual-channel pairs. It's possible to set memory
dividers in the BIOS so that slower memory can be used, but there must be
some sort of performance hit.
If you're serious about better performance, I suggest that you wait and save
up a bit more cash, and replace the mainboard, CPU, graphics card, and RAM.
You'll probably need a new power supply as well, unless you old one is ATX
12V (ATX 2.0 would be better for a PCI Express mainboard) of sufficient
size.
You may find these worth reading:
http://www.extremetech.com/article2/0,1697,1825477,00.asp
"Build a PC with the Best Bang for the Buck"
http://www.extremetech.com/article2/0,1697,1822644,00.asp
"Build an $800 Gaming PC"
The pricing may be optimistic, but if you have stuff that you can re-use,
maybe you can do better than the totals in the articles.
The first one is a general-purpose box with a dual-channel Athlon 64 3800+
CPU. The second is a gaming machine with an A84 3000+.
Of course, if you wait long enough, Socket 939 will be obsolete. AMD is
introducing the M2 socket in early 2006, with DDR2 memory support. (Socket
939 will still be in the mainstream for a year, maybe.)
Good luck.
Address scrambled. Replace nkbob with bobkn.