How hard is it, and what should i get?

I wanna upgrade my processor, i have upgraded my ram form 512 to 2 gigs
and my video card. here are my stats:

Processor:
1.80 gigahertz AMD Athlon XP 2200+
128 kilobyte primary memory cache
256 kilobyte secondary memory cache

Memory Modules:
2048 Megabytes Installed Memory
Slot '0' has 1024 MB
Slot '1' has 1024 MB

Main Circuit Board:
Board: MSI MS-6593 1.0
Bus Clock: 133 megahertz
BIOS: American Megatrends Inc. 07.00T 04/02/01

Display:
Radeon X1300 Series (Omega 3.8.252) [Display adapter]

the thing is, i wanna play some of these new FPS coming out soon, but according to System requirements lab i meet the minimum on everything but processor .

should i get a new processor? what should i get? is it difficult to do it myself?
money is an issue, or i would just buy/build a new PC. You know where i could get a new PC and make payments?

Replacing the processor is easy, as long as you make sure to get one compatible with your motherboard. In most cases, it's just a matter of pulling the release holding your current one in place, then just slip on the new one. You can get a new one for around $100.

Your computer is like 5-6 years old. Investing money in an obsolete processor is a waste. I think it's better to just save up money for a whole new system instead. In the long run, it's cheaper.

I'm doing this because i'm bored, and just wondering if i have the BEST processor i can have, amd or intel. going to be building a new PC soon but need all the practice i can get.

It's not that simple at all. You forgot to mention cleaning any thermal paste residue from the present Heatsink/fan assembly and the application of new paste onto the CPU.

Go to the MSI website, find out what CPUs are compatible with your mobo. Look for the fastest one. Buy it.
Dont guess like i did, you'll end up having to find another old motherboard.

As for playing a soon to be released FPShooter with your current system... GL with that.

The Athlon XP's probably Socket A so you'd need a new motherboard (and probably new RAM too) to install any recent CPU.

The fastest CPU you might be able to have on the current mobo is probably the Athlon XP 3200+, which isn't exactly fast - I have an Athlon 64 3000+ and I'm thinking of building a new computer since it's getting too slow for video encoding and new games. Also, the Radeon X1300 is a low end video card meant for office work and light multimedia use, and is too slow for any new FPS game.

Build a new computer. Improving the current one's not worth the effort.

currently(for the 1st time ever) the Intel chip set is faster than AMD but I'm a AMD person so take that for what it is worth.

I'd really get a new motherboard if I were you, I think you can only buy second hand processors for the socket A mobos these days...