I believe you have to have a motherboard chipset that supports it. However, since you are getting a Athlon 64, my bets are that you will be using AMD's Cool'n'Quiet anyways (Essentially the same thing).
IIRC Socket 7xx (I forget what is was, it was short lived) Didn't support Cool'n'Quiet while Socket 939 and above do.
If you really want a cool CPU, some of Intels new celerons operate at 35W (Very cool).