I’m trying to get Call of Duty 4: Modern Warfare to work on my computer, but my graphics card doesn’t support the "lighting" and "transform" and stuff like that. My current display driver is the Intel(R) G33/G31 Express Chipset Family and my operating system is Windows Vista Home Premium 64-Bit. Please help if you know anything about installing a new ATI or NVIDIA display adapter.

You are going to need a video card; the onboard video you note will not get the job done.
Visit Newegg.com and buy any videocard you find that has 256MB of memory and uses either the ATI or NVIDIA chipset. You should be able to find one for about $40 or so. Don’t worry about the other specs, if it says 256MB and NVIDIA or ATI, you’re good to go.