Very Slow, Questions

I am running an E-Machine Celeron 2.8, 768m RAM, Windows XP Home, I have a
Comcast Cable modem and DSLre****ts and 2Wire broadband Meter test re****t
3.4 - 4.2 mbps speed.  The clincher is I am using a PNY 128mb NVidia
G-Force
FX PCI Video Card.

The computer was purchased on a really good deal so I didnt check to see
if
it had AGP and it was too late when I opened it up and foudn it didnt.

Is my game going to run that much slower with a PCI video card over a AGP
video card?

I have two friends I was trying to play via internet they where telling me
the game was slow when they play me but fast when they play others?  Can
this be my system?

Thanks for the help.

--Dustin