Thoughts on the Dxdiag:
You are running XP with 256Mb, with Civ IV on XP you really do need 512Mb
Pagefile is low, wack it up to 2000mb you have 33Gb free on C Drive so plenty of room - make it min=max to stop fragmentationof the pagefile. Civ IV is a memory hungry beast and yours is relatively lowspec machine, so it will use the pagefile a lot - heavy pagefile use will slow it down due to the slow access speed of hard discs vis a vis RAM
The graphics driver is out of date - looks like its the windows default driver. Worth going to the NVidia site for the latest driver set - they released a new set on 21 Dec 05. Make sure you have Civ IV Patch V1.52 loaded before updating the driver.
Reduce Grahics Load
Reduce the quality settings for resolution, textures etc etc, anything that reduces the load on the Card will make a significant difference. Each change on its own maybe small, but added together can make a significant difference on lowend Cards like the GeForce2. Dont forget to reduce the Desktop resolution and colour depth (32 bit / 16 bit etc) if you run Civ in a window - that will help reduce load as well
New Card?
GeForce 4's will run that PC, and are relatively inexpensive these days, would be ok as a stop gap - maybe the GeForce5's would run, but research carefully, may have cooling issues etc with the 5's, I dont know the Dell 8200 well enough vis the GeForce 5 possibility - could be a little OTT with your motherboard - if they will work without heat issues go for the 5's - not that much more expensive. The 4's will be fine tho, as you are changing the beast - still not going to get lightning speed with 4's, keep expectations down, but will run better. The other factor is support for GeForce 2's - I would be surprised if Civ didnt drop them sometime in the next 12 months, so you could be left high and dry without a change - the latter is not imminent, dont loose sleep on that aspect - yet - but as time goes on ....
So my view would be tweeks as above, buy RAM to get up to 512Mb, fit a Geforce 4 card, and that should keep you going until you change the beast. Am aware Dell memory is sometimes expensive, you would need to research that a bit more, no point buying the card to discover the main RAM cost blows you away. Doubt its an issue, but wise to pause and look first before diving in. Give the beast a good clean inside when changing the card, dust build up on the fans (case, cpu & card) is a common problem causeing significant heat issues.
In case your PC docs became invisible and nowhere to be seen, the link below will give you a good overview of the beast and the limitations of what you can do with it
http://support.dell.com/support/edocs/systems/dim8200/
=====================
EDIT: Just noticed - that beast uses
RDRAM, now you really do have a problem vis upgrades. RDRAM is very expensive aka 4x the cost of DDR RAM. This link will give you an idea of cost
http://www.pc-memory-upgrade.co.uk/memory/rambus-rdram-16.asp (prices there are in euros) Google "RDRAM PC800" and you will drown in links
Talk to Dell about this - its going to be your major issue in upgrade terms
===========================
Regards
Zy