I had the exact same CPU as you, Thunderbird 1400, bought it back in summer of 2001 when it was just out. Great CPU and all...it smashed Intel for half the price, but for your situation it's not good.
Tou see, now you are with a totally outdated PC (even the FX5200 that I am sure you bought quite recently...last year probably, is a bad choice for gaming, very bad.)
So with such an outdated PC you cant upgrade only 1-2 things and expect better performance (and I mean BETTER, about a 20% increase at least, not 2-3 fps that wont matter in the end). So the only thing you can do without having to pay is overclock....well here comes your bad luck. However great your CPU was at the time, its the worse OCer this world has ever seen....its kinda overclocked by AMD itself having more vCore than the other Athlons, and reaching frightening temperatures even at default speed (65C+ in the summer). So the only way to overclock it is to get a very good cooler but that will cost you too much just to gain 200-300 MHz at most...
So my advice is, save some money and go for an AthlonXP system...with about 200 euros you could build a system with AthlonXP 2500+ (OC it to 3200+ easily) dual DDR mobo with all the cool stuff (usb2, firewire etc...) , and 512 dual DDR ram. Then depending on how much into gaming you are, you can add the video card of your choice. With 100 euros being the minimum but able to get you an 9600 pro for example....
So for 300 euros you can bake a new machine that does 15.000 3dmarks easily and you will be satisfied for at least 2 years (judging from the fact that you stil have your thunderbird).