How do i install a GPU

Hey guys im new and want to play a new game called Warhammer but i need a better GPU my current is Intel(R) Celeron(R) and im thinking about getting a PNY VCGFX522PEB GeForce FX 5200 256MB 128-bit DDR PCI Video Card which looks very good for the price. So yeh anyway i need some question to be asked because my current PC is intergrated with this card can i even add this new card? Will it to much of an effect? and third of all how do i install a GPU thanks for your time hope somone can help

Ok heres all the specs and details

Dell dimension DE051
Intel (R)
Celeron(R) Cpu 2.80GHz
2.79 GHz 1.00GB ram


I don't know if i can get that card anymore because its in america on Newegg which is american i think and don't think they deliver to GB so can anyone reccomend a diffrent GPU ( Video card?) which is affordable? and is good

Ok there the base stats in more detail it is .
Processor: 2.5 GHz P4 (single core) processor or equivalent /
Comparing your CPU Intel(R) Celeron(R) CPU 2.80GHz (running @2793MHz) with the requirement Intel Pentium 4 (running @2500MHz)
• Your processor is about as powerful in raw performance

http://www.yougamers.com/images/icon...leans/fail.gifDisplay Card!: A 128 MB Video Card, with support for Pixel Shader 2.0 /
Comparing your display card Intel(R) 82865G with the requirement ATI Radeon 9600 Series

• Unfortunately we were unable to determine your display card's estimated performance
Your display card fails the following requirements:
• Pixel Shader 2.0, you have N/A
• 128MB memory, you have 64MB

 

im im not sure GPU is right word for it i think its video card sorry anyone give me some feedback on this and recomend a good card?

 

http://www.eclipsecomputers.com/product.aspx?code=GC-XN86GT256&af=50 is this a good card for my situation?