Nub needs processor help

[Aus]

Soo... yeah. Title says it all. Im looking for a new CPU since the CYRI (can you run it) site recommends a better one to play games like GTA IV, Arma 2, Dirt 3, etc smoothly. Currently I have an "intel core 2 duo e74000 @ 2.8GHz". I'm pretty sure its on a LGA 775 socket (correct me if i'm wrong. )

so i'm looking for a good CPU that is:

1: Compatible with LGA 775 (or whatever it is )
2: Can play games smoothly (bonus points if i can render videos fast)
3: relativity cheap ( don't know my price range yet)

Also, i don't know how to install one so a tutorial video would be nice.

~A

Hope you understand.