Even my ancient Pentium 4 supports SSE2. Maybe it's time for some newer hardware. 
Pentium 4 also happens to be the first processor with SSE2. I've had a perfectly capable CPU which didn't had SSE2 for a long time. It ran FS2 on maxed-out settings quite well, for the most of the time. Since CPU speed isn't the main limiting factor in most games, it's a secondary concern when upgrading a computer. Also, upgrading from an old CPU usualy includes changing the entire motherboard, since the older ones use a different socket that can't fit any of the SSE2 CPUs. The socket in question was phased out just before Pentium 4.
Unforunately, most people who don't know how to optimize an old computer don't know that and automatically assume that no SSE2=ancient, slow piece of junk. It's not the case, if you have good graphics card, and take your time to tweak the settings, you can run most things on such computer. I've actually played throught ArmA II on this old computer.