I also think that the computer might be too slow with 1,6 GHz - Lost needs at least 2,4 GHz.
The "2.4 GHZ" CPU system requirement refers to older Intel Pentium processors with the old "Netburst" architecture. The new Intel Pentium 2140 has a much more efficient architecture. The 2140 running at 1.6GHZ is actually much faster than an old Netburst Pentium running at 2.4GHZ. Those clock speed requirements for the CPU do not apply to newer processors.
That FX5200 must be a PCI video card. Motherboards that support the 2140 would not have an AGP slot. It would have a 16X PCI-Express slot, and there's no such thing as an FX5200 for 16X PCI-Express.
I played it with 3 GHz and it still didn't run smoothly.
Then your processor was not the problem. The quality of your video card and the amount of RAM you have are FAR more important to the performance of your games than the processor. Install a faster video card and make sure you have at least 1GB of RAM (for XP) or 2GB (for Vista) and your games will run much more smoothly.