I wouldn't sell it, personally. First, any EE is going to be more than fast enough for gaming. And secondly, I doubt you'll be able to get that kind of money for it, since nearly everyone these days who's planning on building a new system is planning on a Conroe themselves. Even people like me, who've been buying only AMD's processors for roughly a decade (that would be me) are wanting a Conroe.
As a matter of fact, use it for a day or two, and if you aren't happy with it, I'd recommend you sell the entire computer. People like us, who build our own, won't give you much for that Pentium D. People who want a fast computer, but don't know how to build their own, will likely give you roughly what it would cost them to buy it from whoever you're getting it from, since hardly any of them seem to know much about pricing, either.😉 You could then just build your own Conroe-based system, with premium (and overclockable) parts.