945/946 chipsets do not support quads. 965/975 chipsets do support 65nm quads but not officially 45nm chips, although many aftermarket board manufacturers did validate their boards for those on their own (overclocked of course to 1333FSB).
ECS/PCchips, who were OEM for many HP boards did not do this, and even the ones made by ASUS (who validated their own branded boards) were not going to allow overclocking in the HP BIOS.
Other possible reasons if you have a 3x or 4x chipset are: VRM designed only for 65w chips, or you only have DDR2-533 or 400 while 1333FSB requires at least DDR2-667, or BIOS is not new enough to support 45nm.