Athlon motherboards only require ATX power supplies. The board connects to the power supply using a single, 20-pin connector.
Pentium 4 boards require ATX12V supplies. These have three connectors, a 20-pin, an extra 4-pin 12V connector, and a 6-pin AUX connector.
Strictly speaking, you can use a Pentium 4 power supply with an AMD board. It has the same 20-pin plug the Athlon boards need (plus two extras), so you can just plug that in, and leave the other two disconnected, and you'll be able to boot and run fine.
HOWEVER. The reason the P4 boards have the extra 12V connector is that the P4 draws its power from the 12V rails. Thus, extra 12V power is needed to the motherboard. In contrast, the Athlon boards deliver power to the processor using the 3.3 or 5V rails (which are powered via the 20-pin connector). P4 boards still use 3.3 and 5V power, but for things like memory, AGP and PCI cards, etc.
As a consequence, Pentium 4 boards require MUCH less current from the 3.3 and 5V lines, since they're not feeding the CPU from it. As a result, most Pentium 4 power supplies have rather low 3.3 and 5V ratings (cause they're not necessary). A *GOOD* AMD power supply will have a much higher rating on the 3.3 and 5V rails. Thus, while your P4 power supply should technically work with an AMD board, and allow it to POST, it's probably not optimal, and may have trouble with higher speed Athlons (the current draw increases with CPU speed). ? ? ? ?