Intel pentium and Athlon 64 CPU's require different boards. You weren't planning trying to stick an Athlon X2 processor in there, were you?
The type of processor you can get is basically limited to two things - The socket type (the hole that the processor slots into), and the FSB speed (the speed at which the motherboard sets the processor to run at).
Windows XP doesn't fully support dual core processors. Just because you have 2 programs open, doesn't mean it will automatically make one core do one thing and the other core do the other - it doesn't work that way. You will constantly have to open task manager and manually set the cores to do tasks, which is okay if you need to perform a lengthy task whilst doing some other things. Otherwise, XP will affectively leave one core dormant all the time.
There are some new games coming out - like Elderscrolls Oblivion - which already know what to do with multiple core processors. But hardly any software knows what to do with it on the whole. Don't get me wrong, I would love to have a decent Dual core processor - its just that I think a faster single core processor and a huge chunk of low latency RAM would probably sort you out better.