First off all do you mean fan or heatsink? all fans are interchangable as long as you can affix the thing to the heatsink properly, have enough room and don't mind the noise.
As for interchanging the heatsinks it depends on what type of Pentium you are referring the old socket type PIII interchange with socket A although most of those probably won't provide adequate cooling. PIV HSF will not fit on a AMD.
Search the forums you can pick yo some cheap heatsink/fans that will do a decent job. Theres a place that offers free shipping, but I cannot remember the name.