The kind of graphics card you can install depends on what motherboard, CPU and PSU your computer has.
As your 5200FX is an AGP card, this means you won't be able to use the newer and more common PCIE cards which are cheaper and more powerful than AGP, so your choices will be limited.
If your CPU is an old, slow one it will bottleneck the new graphics card. This means that even if you install a fast AGP graphics card, it won't be performing at its best and your games will be slow and laggy.
And finally, the PSU (Power Supply Unit). Upgrading to a better graphics cards usually places more power demands on the PSU, so your current PSU might not be up to the job, although AGP cards are not as demanding as PCIE cards, so you should be ok.
Your AGP GeForce 5200FX is available for about $30 (
example link). The minimum recommended card is the GeForce 6600 but you would have to play Call Of Duty 4 with the graphics settings on very low and it would still be laggy, so it's not worth buying. The
AGP GeForce 7600GT ($85) would be better, but not great compared to a similarly priced PCIE card.
Taking all this into consideration, you might be better off buying a new computer. Let's see your computer's details before making any more suggestions. Please download
Everest, install and run it, then go to Report > Quick Report All Pages > Plain Text. When it's finished generating the report, click the Save To File button and post back with the text file.