well if you can afford it get like a e6600 or an e6750. thats about the max your board supports. to change out a processor you take the heat sink off then pull the little lock lever on the side of the processor socket and pull your old one out. put the new one in put some thermal grease on it then the heat sink and oh dont forget to lock the processor back down. thats about it. make sure to unplug you system and ground your self to the case.
In conversation with an HP rep, I was told that the Asus P5LP-LE Altair MB will accomodate a 3.4 GHz Pentium D950, but WILL NOT accept the D940 or D945 ... he couldn't explain to me why this is. To chat with an HP rep about the Lithium MB, go to HP/Compaq support and just start a chat session ... I waited less than a minute to get a warm body to respond.