Depending on what you have right now it might not be worth it. If you have the Pentium 4 HT 630 or better you will not see any real performance boost by going to the Pentium D if you are running the Celeron in there then the Pentium D would be a nice upgrade. The max it will support is a Pentium D 840 it will not work with anything better then that.
I dont know if this would work but if you could find a GX 750 755 or 760 motherboard they support core 2 processors and you would be able to keep your OEM version of windows this way but I am not sure if it is the same size as yours.