A Pentium 4 system from 2002 uses the Socket 478 infrastructure. A 2.66GHz Pentium 4 as your signature states, uses a 533MHz Front Side Bus. RDRAM also indicates the Intel 850 or 850E chipset.
According to
Processor Finder the fastest Pentium 4 to fit into this system architecture is the 3.06GHz Pentium 4. The faster Pentium 4s moved onto an 800MHz FSB which your motherboard simply won't support.
With that said, I'll give you my opinion on an upgrade.
That is, to be blunt, don't bother. Trying to hunt down an old socket 478 processor is silly. 2.66 -> 3.06 isn't much of an upgrade anyway. RDRAM is insanely expensive (no one makes it anymore) making that a rather expensive upgrade. The board will probably max out at 1GB of ram too, which isn't a lot. Finding AGP video cards isn't difficult, but they've been superseded by PCI Express for years now.
When you can get the
guts of a very reasonable machine from Newegg for $190, I just don't see the point in investing both time and money into such an old system.
I went to Newegg and found that deal in about thirty seconds so I'll use it as an example.
Add in a cheap SATA hard disk and optical drive and you've got a terrific budget system with good performance and tons of upgrade options. Easily move from the 2GB ram, to 4GB or 6GB later. The PCIe slots ensures you can put a discrete graphics card in the system if you want to. The motherboard easily supports all of AMD's quad core CPUs. There are plenty of SATA ports on the motherboard for accommodating more hard disks etc.
With that kind of value available, I just don't see any point in trying to upgrade that old P4 system. Even if you have to save your money for a while longer you'll be much, much happier with the final result.

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