You'll sure get into trouble if you're changing to a FCPGA-Celeron if you're also having a Nvidia-based graphics card. Recommendations from "those who knows" is that you get Voodoo-based graphics cards.
And of course remember to update to IntelBIOS P14, before buying anything. It's required if you want to change to another CPU (Celeron)
With the slocket adapter you can set the voltage
/Steimm
I've got a XPSD233 that I have a Celeron 533 (not A) in, o/c to appr 600 MHz with SoftFSB.