Only Intel could muddy the waters quite so much with a little "A"!!! It seems to fit into their so-called marketing plan, consumer confusion apparently working to their advantage.
As I understand it:
1. celeron 533 has silver metal cover on processor, about 1-1/8" square, older P2 core with 128k cache. Won't overclock worth a damn.
2. celeron2 533A has no metal cover, much smaller bluish or greenish exposed silicon processor, about 5/8" square, newest p3e core with 128k cache, looks just like any P3e. Excellent overclocker, your mileage may vary.
With more information about your system and what you want to accomplish, members would be able to be of more help.