Windows is bad at everything, in general
There's not much choice, really, developers refuse to support other platforms due to job and timeline stipulations. Also, on something like Linux, you can't DRM it up. (Since you'd effectively be locking a user out of their own system's inner workings, and that is unacceptable)
There's not a lot you can do, no. You could utilize, in addition to Windows for games, other operating systems and become vocal about it to developers when you can. If people just gave it a proper shot they'd have a better idea of what a disadvantage the closed environment of Windows is.
SLI is just a better bang for your dollar. Also, I don't know of an AMD chipset card manufacturer that offers lifetime warranties on their cards, however, EVGA (who only makes nvidia chipset cards) does on most of their graphics cards.
So, yeah ... you can get any card you like, that board has an Intel chipset, nothing is going to conflict with it. The card I'd suggest is the EVGA GTX 560 Ti that has a lifetime warranty and 1GB of video memory.
I'd suggest doing other upgrades if you can. Like system memory, DDR2 1200 4GB sticks aren't so much now, and getting four (you currently have DDR2 800, you should max out the board speed) wouldn't be so much. However, if you have a 32-bit version of Windows (or any OS) it will not recognize or use more than 3GB for windows and 4GB for the rest of the OS world. It has to be 64-bit.
You can also upgrade the CPU, but frankly, Core 2 Quad processors for LGA775 cost an arm and a leg ... if you can get a deal on one, (I wouldn't go for more than 180 euro land ... if my conversion is correct) ... currently it's almost 400 euro! that's insane! You could build a new computer using a Phenom II X4 get a new board, and RAM for that price! (But, Jesus Christ that Core 2 Quad has 12MB of cache!)
So you've got some options, the board isn't bad, in fact if you maxed out the ram and got a nice GPU and maxed out the CPU, it'd still play games very well for several years. The GTX 560 I mentioned is going to be able to play everything available maxed.
The only game I'm not sure about is Battlefield 3 ... just because it's requirements are up there. But, Rage, Skyrim, of course anything source related isn't even an issue.
The only real issue I see is ... if you wanted to SLI ... you'd have to build a new system. That board doesn't feature it at all (or crossfire for that matter) there's only one PCI-E slot. Which ... may mean you might want to get something better than what I'm suggesting, the only issue is then you're breaking the $250 USD (and equivalent) barrier and not just by like $50, by like $100. It's usually not worth it for what amounts to 10fps difference.
It's not a bad setup, with a minor upgrade you'd be set for at least another couple years. Max out the ram with DDR2 1200 4GB sticks (four of them, should be around 120 euro, if it'd be higher: it's too expensive), see if you can get a good deal on a Core 2 Quad LGA 775 socket (200 Euro max), and a new GPU and this would be a pretty rocking rig.
Blame it on Microsoft, God does.