NoWay, Man!

It's like asking to make your car faster without buying a new engine, tyres, gearbox,...

The only thing what you can do without spending money is good maintainance.

Take a look at www.tweakguides.com - many guides to tweak your computer or your games so you don't waste any CPU- & GPUpower.

Don't overclock old hardware.
Even with new hardware an good high end coolers it's a long an painful process to build a stable overclocked computer.

Looks like my Computer

Windows XP -> Sometimes faster than Vista

Pentium 4 3.06GHz -> Most older Games don't need faster CPUs. BF 2 and BF 2142 for example aren't build to use more than one Core of a CPU.
New Games like CoD 4, Crysis & the Games based on the Unreal 3 Engine (UT3, Fuels of War) can use more than 1 Core, but for this games your Graphic Card would be the bottleneck.

1.50GB ram -> i have updatet to 2 Gig - objectivly I don't feel any benefits of the 512 MB more, but it's nice to have ...

NVIDIA Geforce 6200 LE -> LE = in most cases "Cheap"
It's not a bad Card for Working. Uses little Power, runs cool, doesn't make a lot of noise.
But for gaming ?
In the worst Case only 64 Bit MemoryInterface and 128 MB RAM on the Card.

Upgrading the GFX Card would give you the most Powerboost.

I have upgraded from a ATI 9800 XT / 128 MB to a  ATI 1950 GT / 512 MB.
I can play First Strike at 1280 x 960 with textures on high and AA on x2.

(Actual Screenshoot: anything other is on low because i have bad FPS in "Escape from hoth")

Old Screenshoot with higher Settings:

But it's not easy to get a good GFX Card for an old Computer.
Most Pentium 4 Boars have a AGP Slot, and PCI-Express cards are nowdays cheaper than a comparable AGP Card.

If you want to upgrade the GFX Card:
RAM should be 256 or 512 MB. More RAM = Possible to use better Texture and AA settings
MemoryInterface should be 128 Bit or 256 Bit. Broader Interface = Card is Faster, even with AA on.

Cards for AGP:
1.)
Used Cards, 256 Bit Interface, 256 MB RAM:
most nvidea 6800 Series
most ATI 800 Series
Pro: enough GFX Power to run BF 2 & 2142 with all eyecandy
con: Powerconsumption

2.)
Used Cards, 128 Bit Interface, 256 or 512 MB RAM:
nvidea 7600 GT Series
ATI 1600 Series
con: sometimes slower in high res because smaller interface than the cards above,
pro: newer GPU, more RAM, less Powerconsumption

3.)
"new" DX 9 Cards, 256 Bit interface up to 512 MB RAM:
nvidea 7800  Series
ATI 1950 Series
pro: GFX Power enought for most games
con: power consumption & price higher than 2.)

4.)
"old" DX 10 Cards
nvidea 8600  Series (not for AGP)
ATI 2400 & 2600 Series
pro:  power consumption & price low
con: GFX Power even under DX 9 slower than 3.)

5.)
"new" DX 10 Cards
only ATI, 3800 Series
pro: GFX Power enought for most games, even faster as 3.)
con: price

Before Upgrading download CPU-Z, it's a small tool to collect all needed informations like Type of CPU, RAM, GFX Slot...
Don't go buying without a printed log of your Hardware

http://en.wikipedia.org/wiki/Cpu-z

CYNIC, n. A blackguard whose faulty vision sees things as they are, not as they ought to be. Hence the custom among the Scythians of plucking out a cynic’s eyes to improve his vision