Barely, the 9400GT isnt a powerful card to begin with. So with higher end games, at most u can expect 1-2FPS improvement. Anyway I'll give you the simplest method here

1. Download n install rivatuner and furmark
2. If you have the right driver installed, under forceware settings-->click the 1st icon that has a picture of a gfx card
3. This will open the OC page. Change the core n memory speed for 3D only, hit apply, and then run furmark for about 1 hour n see if the comp is stable
4. Keep increasing speed in small steps until your comp hangs. Then back down by around 10mhz on the core/shader n memory and use that as your main settings

Your temperature of the GC will go up, so keep an eye on that too. You're welcome to try this but imo your gains wont be much