I would think it would be best to upgrade your motherboard. Socket/Slot adapters can be unreliable, and I reckon its best to go with a motherboard that guarantees compatability. Although socket 370 boards might be uncommon, they're probably not very expensive. I found some on a quick google search
http://www.tigerdirect.com/applicati....asp?CatId=181
But i'm pretty sure i've seen them cheaper than that. Also its probably not a great idea to install winXP on that system, you'll find things run much faster with 9x.
Another point is that you probably only notice a small performance increase with the 433mhz Celeron, since Pentiums have always been the more powerful and technological of the two.