The MX4000 isn't bad in terms of performance, about equal to the low end of the FX series, but it doesn't have the features required for DirectX 9.

So with a better card you may be able to play a few games (at minimal settings) which aren't currently available to you, but in order to improve your frame rate by more than a few fps you probably need more bandwidth, and with only 4x AGP it simply isn't there.