If you want a Pentium4, you'll need at the very least a new motherboard along with the CPU. You'll also want additional RAM or you'd be starving even the slowest P4, and depending on the chipset used by the motherboard you may need RDRAM instead of DDR SDRAM.
If you want to do this upgrade on the cheap, do what the others suggested. Figure out the max speed Athlon CPU you can put into your system (my guess would be no more than a 1.33GHz TBird core), then increase the RAM to at least 512MB.
If you are willing to spend a little more, look for a decent mid-range Socket A motherboard (say something using the KT400 chipset) and get something like the AthlonXP 2500+ CPU. It's cheap, runs the latest version of the Athlon core, and has some pretty good overclocking potential. Athlon CPUs are generally a far better bargain outperforming the Pentium 4 soundly (for example, the AthlonXP 2500+ is designed to compete with the Pentium 4 2.5GHz, but the 2500+ only runs at 1.83GHz) and costing considerably less. They give you considerably more bang for the buck.