Correct you won't be able to overclock much if at all with that motherboard, but fortunately there is a solution for the e4000 series CPUs.
It's called a BSEL mod and it can be done easily. Step-by-step instructions here:
http://www.overclock.net/t/341123/intel-bsel-vid-mod-guide/0_40
You'll need a bit of electrical tape and either copper tape or a conductive ink pen. An Exacto knife and cutting board (can be found usually in arts & crafts section of stores) was very useful as well when cutting the electrical tape and copper tape during my experience. There's a lot of information about what works at the thread I linked to.
I used to own an e4700 which is very similar to your e4400. I did a BSEL 800fsb-1066fsb mod and ran my cpu at around 3.5 Ghz 24/7 using the 1.45v mod. Of course at that speed and voltage, an aftermarket cooler is an absolute MUST! I used the cooler master hyper tx3 and it was more than sufficient and very cheap. I'd recommend that or a cooler master hyper 212 series cooler.