If ypu mean using that sempron on a new motherboard, then no. The sockets of a Sempron is completely different than 1155.
Also, if you haven't already ordered those parts, swap out tha i5 for an fx-6300 and the gpu for a 7870. Of course, you would have to change the mobo to am3+ with a northbridge of at least 970.
I would just upgrade all at once, you need to get the mobo and I5 at the same time, because ur sempron wont fit an LGA 1155 socket. Be sure not to cheap out on the RAM, get at least 1600 mhz stock freq, other than that 8gb is a great amount of RAM if your just going to play games. The I5 cpu and 7850 gpu are a well balanced couple, so you dont have to worry about a bottleneck. Maybe consider getting a 30 to 60 gb SSD to use as a boot drive, as that is a very right now, that way you can use your old hard disk(s) for data/games/etc. You'll really enjoy the difference in performance from your 9400 to your new 7850, but remember that Radeons do run pretty hot compared to their Nvidia counterparts, so make sure you put a little thought into case airflow. Just make sure you ziptie all ur cables together to avoid an airflow choke, and consider an intake fan if you dont have one already. If you have any technical question about the build or about making the switch feel free to ask me, and best of luck to you.
Maybe consider getting a 30 to 60 gb SSD to use as a boot drive, as that is a very popular* solution* right now, that way you can use your old hard disk(s) for data/games/etc.
Thanks for the wonderful answers Wayward Winter and Z! I've changed few parts. Here's what I've changed so far.
*8GB DDR3 1600 RAM
*MSI Z77A-G43 Military Class III
And now, I'm planning to get the Hyper 212 EVO Cooler Master and the Thermaltake V4 Black case. Overall price is $750, compared to my price range $700, Haha, anyway, I'll beg for mom to give extra.
BTW, Which should I take? The Powercolor hd7850 or the EVGA GTX 560?
If you want it to be cheaper, assuming the V4 case is over $50, get the Cooler Master Haf 912 instead. It's the king of budget cases, has great airflow, very sturdy, lots of room and can be had for as low as $45.
As for the mobo and ram, post the links and prices .
The 7850 is very much better than the 560, and also, the 560 only has 1GB of ram while the 7850( most of the time) has 2. You want more ram for the card if you want to play at high res.
FYI, other guy, the 7850 and below cards(in the 7000 series) run pretty damn cool.
But, as this is a gaming build, I'd suggest getting a better GFX card. To do so, drop the i5, and get an AMD FX-6300. Then swap out the mobo to something like, an ASUS M5A97 R2.0. Then you can upgrade the 7850 to a 7870 or 7950 depending on the price. Then, don't get an SSD as the other guy said. For gaming at a budget, it's a waste of money, the only time you will benefit from SSDs in games is when you get faster load times.
Justification: Games today are heavily GPU dependant, and you'll only get 5-8 FPS more( sometimes even less) from a faster CPU. And with games that are mostly CPU dependant( i.e. Skyrim, Starcraft), the 6300 is good enough to play them over 40 FPS.