Firstly, make sure you have the manual for that mobo, if not, then download it. You also need to make sure that the mobo's PCB version is high enough to support 400MHz FSB. (v1.04 I believe for your mobo). If it's not, you may need to flash the bios.
Installing the CPU :
1. Wear a static strap before handling the CPU or the mobo etc.
2. Disconnect the external power lead from the PSU. Open up case & disconnect the ATX connector from the mobo.
3. Remove all other components from the motherboard (cabling, pci/agp cards etc as you need to remove the mobo from the case. (you can leave the RAM & CPU & heatsink in place)
4. Remove the mobo & place it on a flat non-conductive surface.
5. Unplug the CPU fan connector, release the heatsink clip & remove the heatsink/fan assembly.
6. Lift up the retaining latch on the side of the CPU socket to release the CPU. Remove CPU & place in a static bag
7. Make sure that you have a new heatsink/fan that supports your new CPU (if you have a retail CPU, then this should come with it.)
8. Insert the new CPU carefully - make sure it is the right way round by lining up the pins correctly. If corrrectly lined up, it should just drop into the socket without any force. When its in, relatch the arm on the side of the socket to secure it in place.
9. If your heatsink has a thermal pad, then peel off the film. Otherwise make sure you apply a good quality thermal paste. This should be applied to the centre of the die on the cpu (the square bit in the middle). Use about a pea sized amount & spread it evenly over the die.
10. Make sure you know which way round to fit the heatsink. Place it squarely on top of the CPU & clip in place
NB these can require a quite a lot of pressure to fit, which is why the mobo must be out of the case. Do not apply too much pressure though as you could damage the die underneath.
11. Connect the cpu fan to the fan header
12. Change the FSB jumper setting if necessary to select 400MHz FSB
13. Reassemble the system in reverse order