My CPU won't budge

That is not the processor. The processor is under the biggest heatsink and fan that is on the motherboard. On an Athlon (XP?) 1.4 system that is probably the only thing on the motherboard itself that even has a fan.

You can't replace a Athlon 1.4 with a Pentium 4 anyway.
 
I agree, you'd need an Intel capable motherboard for that P4 (socket 478 or 775, depending on the processor)
 
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