.hack GU is semi-demanding as far as i know. I played it on a laptop with a slightly better CPU and a discrete ATI GPU and experienced only minor lags in some areas. Shadow of the collosus on the other hand is one of the most demanding games to play on the emulator and you need at least ~3.2 Ghz on a intel i5/i7 and a powerful graphics card to play it at a reasonable speed.

Considering your specs, your CPU and GPU are fairly weak, so you will experience slow-downs on some games no matter what settings you use. Especially your integrated GPU is utter crap. I can give you some general tips, however:

1. As already mentioned, try the MTVU hack and EE Cycle rate to 2 and VU cycle stealing to 1.
2. Go to the GSDX plugin settings and tick native resolution
3. You can experiment with "Allow 8-bit textures" option.
4. Set the VU and EE clamping modes to "none".
5. Enable all recommended speedhacks.

If it's still too slow for you, then there is nothing you can do besides upgrading your machine, sadly