Your board says it can support an FSB of 800MHz. That means that the 800MHz P4s will work, as well as the 533MHz FSB ones most likely. You did not say if it's a Socket 478 or LGA775 board. No 400FSB chips were made for LGA775 so those boards won't have 400FSB support, but a Socket 478 board will probably support those too.
You are asking this because you have (or want to get) a motherboard with 800MHZ FSB capability and have (or want to get) a chip with a 533 or 400FSB, correct? If it's a new CPU with a 533FSB such as a Prescott A, PD805, or a Celeron, go to the board maker's site and check compatibility. Same goes if you want to buy a new board for an old CPU. If it's an old CPU and an already-bought board, stick the chip in there and see if it goes.