Welcome to the forum, Guido. Please make your post more specific than this so that those who are in a position to help you can make concrete suggestions.
For instance, do you mean that you want to upgrade only the processor ? Even if that's the case, give the rest of your configuration. Your motherboard may not support a much higher speed, and an upgrade to, say, a 1GHz P3 processor will not make much difference in terms of noticeable performance.