Seeing as it's a Dell, upgrading it will probably be very difficult. In some situations they'll use "custom" parts like the case and motherboard size, meaning you may not be able to find a power supply that will fit into the case.
That's the nice thing about home-built or "barebones" computers; everything's designed to fit with everything else. You have to service it yourself or know someone like me in case something goes wrong, though.

When buying a power supply, make sure you get the right number of pins to the main connector. I
think the 20+4 pin configuration is pretty much universal.
AGP is an outdated technology and has been forced to the wayside. You can still get better than a 5200 (IIRC the 7800 was the last mainstream card to come out in AGP) but keep in mind that's as far as she'll go.
EDIT-OT: Hey now, don't be knocking the Northwood there Fulmar.

It smokes (or rather, doesn't smoke compared to) the Prescott since you could fry eggs on those things. My Standard-clock 3.06GHz Northwood, unlocked 6800, and 2GB of Corsair ValueRAM still plays this game at full settings all-round...cept the Ground Vis Range slider, I think.