BILL S, you've talked about a very similar subject in two different places, making it hard to respond to your concerns.
You say that you have a 9250 and are disappointed by its performance. You also say that you looked around and it had the highest "numbers", so it should have been the best. This is a good lesson time. Higher numbers does not mean faster performance. Higher model numbers when comparing products from different manufacturers will never give you a good comparison. More and more, comparing model numbers between cards made by the same manufacuturer doesn't give you a means to compare performance.
The 9250 is an older card and was developed to be a low-end graphics solution. In essence, it was developed to be used as a graphics solution for offices and productivity software users that don't work with demanding multimedia applications.
The fact that a card has a DVI output doesn't mean that it is created for performing advanced rendering; it simply means that the card can output a true DVI signal for use on better LCD monitors and other displays that support DVI inputs.
If you truely want to find out what a card is made to do and what you can expect out of it, find sites that benchmark cards and see what they say about the card you want to get. In other words, do your homework. It's sad that you can't just look at a model number and know exactly what to expect from a card, but this is the state of computer components now.
In order for a card to be able to list DirectX 9.0 compatibility, all it has to do is be able to support all the instructions from the DirectX 9.0 instruction set. It doesn't have to be able to execute those instructions well in order for it to get the honor. So it may be able to execute all the instructions, but it doesn't make any promises that it will do it in a timely enough manner to make games playable.
Now... On to your system specs. You indicate that you have a Celeron D 2.93GHz processor, 512MB (I certainly hope that you meant MB rather than KB) of PC2700 (or DDR333) RAM, and have integrated graphics. You want to know how to make this machine powerful enough to play the latest games. To be frank, that's going to be hard considering that, after looking at your basic setup, it's apparent that this machine was designed to be a budget productivity machine, not a gaming machine. To start with, your motherboard is going to show its age fast in that it won't support the latest graphics cards because it doesn't have a PCI-Ex16 slot and that it doesn't have a fast bus. Your CPU is a Celeron. Think of Celeron as being short for "not as good as a Pentium", and you wouldn't be too far off base considering that Celeron is basically a Pentium with some of the expensive components reduced to make a budget chip. You have 512MB of RAM, which I consider to be a bare minimum amount of RAM to have now-a-days. I recommend no less than 1GB of RAM for any computer user, gamer or otherwise, since the RAM demands will continue to increase in the months and years to come. Furthermore, your RAM is DDR333, which, for an Intel system, is well behind the top speeds Intel systems are capable of now.
MyAdvice:This is the most important advice I can give... If you want to play games but have a limited budget (don't we all?), don't make the mistake of thinking, "I'll buy this machine that I can afford because I can always upgrade it later". It used to be true that you could do that, but it is no longer the case. If you truely upgraded an older productivity machine to be a gaming machine, you would end up spending so much money, you might as well have just built or purchased an entirely new machine. So, if you want to play the latest and greatest games, shell out the money for a gaming machine to begin with. If you can't afford to buy a gaming machine, then maybe you'll have to settle for not playing the latest games.
Do your homework. Make sure that you fully understand what a component's designed use is and what it is capable of before purchasing it, or you will end up throwing money away.
Don't get caught on marketing hype. Words like EXTREME, Advanced Performance, Enhanced, [insert additional marketing words here] don't mean anything. They are used to make people think it is something newer and faster.
Machines with built-in graphics cards will never be considered gaming machines. If they ever manage to make a machine with an integrated solution that can play the latest games, it won't be able to keep up for long.
Don't try to get a "gaming laptop"; rather, make a decision between a gaming machine or a laptop. Gaming laptops cost a fortune and will have to be replaced annually in order to keep up with the latest games.
Who really cares if you can run the latest game with the highest settings? If you do, you have to ask yourself if it is worth throwing a minimum of $1000 at your machine every year in order to keep it current.