The GTX260 is the best graphics card in that list (which is ridiculous because that's half as powerful as some of the graphics cards available in other stores), which can play GTA4 somewhat well, but GTA4 also requires an immensely powerful quad core processor to run smoothly. Empire Total War shouldn't be quite so bad.
This is a very strange store, as rather than only stocking what's popular and common (like most international websites do) they only stock what's cheap and nasty, even if it's not that easy to get hold of.
Your best bet for a motherboard and PSU is probably the Gigabyte GA-P31-ES3G and Gigabyte Superb 550W.
Use the 2GB Kingston or GEIL 2GB DDR2 PC800 RAM and Gigabyte Poseidon 310 case.
As for the CPU make sure you get the Q9400, not the other 2.66Ghz CPUs.