You can save over $100 by getting this video card:
http://www.newegg.com/Product/Produc...82E16814161141
ICEQ X800 XL. It has 16 pipes and can match or beat the 6800GT in performance. Unless you have to have a Nvidia based card, this card is a MUCH better deal. It also comes with a far superior stock cooler than most video cards on the market.
You can save almost $50 more with this motherboard:
http://www.newegg.com/Product/Produc...82E16813130491
MSI K8N NEO4-F. It is a rock stable motherboard and it will overclock better than the ASUS motherboard. Plus it comes with onboard 8 channel sound so you can do away with the Audigy ZS soundcard and save another $107.
Just with these 3 suggestions, I can save you $250.
Plus, I would also downgrade the CPU a notch and get this:
http://www.newegg.com/Product/Produc...82E16819103562
The AMD 64 3800 + X2 dual core processor. It will easily overclock to the levels of performance of the CPU you have chosen, especially with the XP-90 Heatsink you have chosen. And unless you are doing some agressive overclocking, the stock heatsink/fan of the AMD 64 CPUs work excellent and even allow for some good overclocking results. You could also save another $100 by going with the stock heatsink/fan combo. You could easily overclock this CPU to 2.4GHz with the stock cpu fan/heatsink.
Now I have saved you well over $600 and it would SMOKE that Dell Pentium computer. Do not forget that Dell uses many propriatary parts that force you to buy Dell parts for upgrades, while this computer you put together with Newegg parts is easily upgraded.
Now, I would seriously upgrade the ram to this:
http://www.newegg.com/Product/Produc...82E16820227210
OCZ Platinum 2GB (2X1024MB) 2-3-2-5 timings
Now you won't run out of ram and with the timings these offer, you will get optimum performance for your dollar. And you would be able to upgrade to 4GB with 2 more sticks as the memory controller on the X2 CPU will allow you to run 4 DIMMS at full speed. THis costs you another $125 on top of the ram you picked.
I saved you at least $500 and you get a Dell killer! This computer is highly upgradeable and very overclockable. It will do everything you want and then some. Just my humble opinion and suggestions. Oh yeah, NEVER EVER EVER BUY A DELL! They are expensive to upgrade and until Intel puts out a better CPU, they are just not futureproof yet.