Depends on the MB chipset (the chipset contains the memory controller), but the answer really is "NO". I don't know of any MBs that support Pentium Ds (which haven't been sold for some years) and DDR3.
The memory controller is on the motherboard. If the motherboard supports DDR3 AND the Pentium D 965, then you can use them both on that board. I don't see why you would by RAM that's worth so much more than the CPU though . It would be better off with some low latency DDR2.
Well reason I'm asking is I saw on tigerdirect That Pentium D Extreme. I just reread that board and misread that it said only Pentiums and was thinking it meant all of them, but thanks to what you pointed out helps. Is this processor worth getting or not?
I must say that's a good price for an EE chip though (even though it's a piece of crap). They usually stay at high prices because the old stock never gets sold. I used to see them going for over $1000 last year.
Between those two, I'd lean towards the 8200 - it'll overclock farther in all likelihood, and it will run cooler with less power. DDR3 probably isn't worth it though with either of them (and I'm not sure if you even can run DDR3 on the 9950 - I'm pretty sure it only supports DDR2).
a 1.8GHz Core 2 Duo will be similar in performance compared to that Intel Pentium D 965 Extreme Edition at 3.7GHz. Plus you would be able to easily overclock the C2D to 3GHz wich will make it 60% faster than that Pentium D EE
Intel's Core i7 uses a logically similar interconnect as HyperTransport, but it is not the same thing. That's called Quick Path Interconnect (not a very cool name IMO). Hyperthreading is a different topic altogether.