Your processor is a little on the old side and doesn't have the proper hardware extensions to run the game's code. The only way around this problem is to upgrade your processor to an Athlon XP, if your board supports it.
Pentium 2 = MMX
Pentium 3 = MMX, SSE
Pentium 4 = MMX, SSE, SSE2
Pentium 4 "Prescott" = MMX, SSE, SSE2, SSE3
AMD K6/2 = MMX, 3DNow
AMD Athlon = MMX, 3DNow, 3DNow+
AMD Athlon XP = MMX, 3DNow, 3DNow+, SSE
AMD Athlon 64 = MMX, 3DNow, 3DNow+, SSE, SSE2, x86-64 (and newer AMD64s also have SSE3)