Welcome to the wonderful world of PC-gaming! Just a word of warning, as games tends to be a fare bit cheaper on PC than on consoles, it is very easy to build up a huge backlog. Also, I take it that the reason why you are not able to play the latest & the greatest games is simply due to your graphics card, as you seem to have a better computer than me, and I'm able to run Fallout 3 & New Vegas. You might want to look into getting yourself a proper graphics card at some point in the future, but if you plan to stick with some older games for now, you will do just fine with what you have.
BrakoVonDoom: Vampire the Masquerade : Redemption - RPG which played similar to Dragon Age if I'm correct ?
Vampire The Masquerade: Redemption is more action-oriented than Dragon Age Origins. It is a good game, no question about it, but don't go into it expecting Dragon Age. If you want something more Dragon Age-like, then check out Baldur's Gate (DA:O is often seen as a spiritual successor to Baldur's Gate). And if that particular style of game tickles your fancy, check out the other infinity engine games (Icewind Dale & Planescape Torment. Planescape is by far the best of the lot, but wait until you have played a few other CRPGs from that era before you start that one, as by doing that you will really be able to appreciate how different it is)
BrakoVonDoom: Also what decent sandbox games were there for PC. Games that no console had but could rival the likes of GTA and Saint Row etc.
Closer to Morrowind than GTA, Gothic 3 is worth checking out if you are looking for an open world game. Just make sure that you get the community fan patch, it fixes a lot of issues that the game had on launch.
http://www.worldofgothic.com/dl/?go=dlfile&fileid=166 Also, don't miss out on Gothic 1 & 2. While more linear in their design, and relatively hard to get into, due to the strange controls (don't read that as bad controls, they are just very different). Those two games offers a good amount of challenging gameplay & an interesting setting.
As you said that you enjoyed Beneath a Steel Sky, make sure to check out Syberia & The Longest Journey as well.
And here are just some of my personal favourites that I think everyone should check out:
Thief series
Age of Wonders series (first one in particular)
Geneforge series
Combat Mission: Beyond Overlord
Scratches Director's Cut
Jagged Alliance 2
Realms of Arkania series (only for the patient person, the rule system takes a lot of getting used to)
Divine Divinity
Tex Murphy series (Pandora Directive in particular, you can skip 1 & 2 if you want to)
Lands of Lore 1 (2 is also good, but not a must play, but it comes with 1 so no harm in trying that one as well)
Legend of Grimrock (though this one might be too much for your graphics card)
The last Express
Sacrifice (though wait with this one until you feel really comfortable with using a mouse & keyboard)
Nox
Fallout 1 & 2.