Hope this helps...
Unlocking your Durons:
Look at the top of your Duron CPU. Around the main CPU core in the center, there are little golden traces that are labelled L1 all the way to L7 I believe. Those are called the "golden bridges". To unlock your Duron, you will have to connect each of the 4 or 5 L1 bridges with something conductive. ONLY connect the L1 bridges, leave the rest alone. A fine conductive pen would be best, but if you're a cheep baastid, a #2 pencil works just fine
Make sure you do a good job and don't join adjacent L1 bridges, or it won't work. If your L1 bridges are solid lines, you won't need to join them in the first place - they're already unlocked.
On cooling solutions:
Duron cooling - Good heatsink/fans(HSF) for the Durons are the Alpha PAL6035MUC, the Globalwin FOP32-1, and the Thermaltake Socket 462 Chrome/Silver Orbs in that order. The Coolermaster S462 units are good as well.
Do NOT use the Thermaltake S370 Golden Orbs or the Alpha FC-PAL models. They were never meant for Durons. In fact, if possible you should stay away from the original Globalwin FOP32s too.
Celeron cooling - First things first, make sure you have a Celeron 533A rather than the normal Celeron 533. To find out, if your C533 is black and silver, its a C533; if its green, its a C533A. The C533 doesn't overclock well at all, so cooling would be futile. For the C533A, good units are the Alpha PEP66, FC-PAL35U, Globalwin FOP32.
I wouldn't recommend the S370 Golden Orb to a newbie, as they're extremely hard to install, even though their performance is decent for their price.
Checking temperatures:
Motherboard monitor is a great program that sits in your system tray and reports a lot of stuff such as CPU/case temp, fan RPMs, voltage and more. The current version is 4.18 but a beta version 5.0 has been released. I'd recommend 4.18 since its an official release. Grab it
here.