Upgrading processors is possible, but you have to do some research. Not all processors are alike. There are two main brands of processors, ones made by Intel and ones made by AMD. Each of these two brands use a variety of different kinds of processors, some of which are compatible and some of which are not.
The first thing you need to do is find out what type of motherboard you have. If you need some help figuring that out, download and run Everest (it's free). This program will tell you more about your system than you knew existed. Look for the information about your motherboard.
Once you have found the information for your motherboard, post it here. Please be as detailed as possible, including: manufacturer, model, and version number. Also include the details of the current processor: manufacturer, model, socket, speed, etc.
If you are unable to find this information, and your system is from a major manufacturer, post the manufacturer and system model number (for example: Sony PCG-NVR23). From that information, we can look up the details of your system. It is still best to use Everest however since that will tell us more about your unique system than a model number will.
Once we have this information, we can tell you if there are processors that are compatible with your system that are worth upgrading to or not.