Most problems between Athlons and GeForces are caused by inadequate power supplies and memory. If you aren't using an AMD recommended powersupply then chances are your GeForce and your Athlon aren't getting enough power. Also if you are using cheap RAM this can also affect performance. Go to http://www1.amd.com/athlon/power and see if your powersupply is listed. If not you might want to get a 300W unit from this list.
Celeron 533A @ 800MHz
256MB Crucial PC133 CAS2
CL Annihilator Pro
When all else fails, stick a fan on it.