PCIe is an expansion slot technology, primarily used for video cards, but there are other things that use it as well. So if the computer you bought has a PCIe x16 slot, just stick a video card in there. My personal recommendation would be something from nVidia. AMD is the one doing all the innovative work on the hardware side of things, but their drivers just tend to be so incredibly bad you sometimes can't really even use the card. nVidia's a bit boring feature wise, but generally pretty reliable.
Since you've now had the computer for several months, you're basically stuck with it. If you would have said you just got the computer less than a month ago then maybe there'd be some room for demanding a refund. In this case, just live and learn. Next time you buy a computer from an independent builder, make sure the first thing you do is make sure all the specs line up with what you were supposed to be getting. It's also not a bad idea to put any new computer through some stress testing to make sure that it holds up. That won't find every piece of potentially bad hardware, but it's a good quick and easy way to find any components with rather serious issues right out of the gate.
So I bought a computer last year and was told it was a year old and had the power supply replaced. All was good the first few months. No real problems as I was getting used to windows 7 after having xp. Then I find out it can't play games like I told the guy I wanted to be able to do when I bought it. Spent four months trying to get different ones to play and finding info out about this computer.
Turns out it has an intel g31/g33 chipset graphics card, which from what I've read can play very little, and is actually from 2008 not 2011 like he told me. I've called him on it and he keeps insisting he never said any of that and it should play games like Skyrim and WoW just fine. I just need to update the drivers. Like I haven't tried that already....
Then he tells me to get a PCIe chip put in to override the card even though all the sites I've visited that had info on the intel chipset said you can't use those. He's been of no help at all and keeps denying everything. I feel extremely angry since he knew to begin with that I am a gamer and was replacing a computer only two years older than this one is so I could play those games and now I'm going to have to get a new computer again so soon.
Would the PCIe thing work? Any advice on how to handle this guy? Really anything right now would work.