Although a cpu swapout is not that big of a deal, there are a few "gotchas", so a review of one of the various illustrated step by step instruction pages on the net would be in order, that is, if the swap made any sense. In this case, you're not talking about enough of a boost in processor speed to be worth either the labor time involved, and certainly not the monetary cost.
Beteeen a 2400 and a 3200, or an XP-M, then you'd see enough improvement to recognize it was better, but in the first case, it would be too expensive to justify, leaving only the XP-M, and not all motherboards allow you to adjust multipliers in order to benefit from the XP-M.
If you are noticing lagging in games, you usually will see far more benefit from upgrading the video card than anything else, and then increased RAM comes next for an increased speed that you can sense fairly easily. Depending on your current hard drive, there is a gain that is noticeable any time you are loading from storage when the drive cache is increased in size, and/or when the drive's platter rotation speed is upped.
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