My 661FM-L says it's NOT compatible with my P4 3.0 Prescott, but it should be!

I've just purchased a MBOX 661FM Barebones system:
http://www.msicomputer.com/product/p_spec.asp?model=MBOX_661FM&class=npc
Which includes the following Mother Board:
http://www.msicomputer.com/product/p_spec.asp?model=661FM-L&class=mb
Also, I bought a P4 3.0 - 1Mb Cache - 800 FSB, I think a Prescott, which, according to MSI's website, IS compatible: (mine is 5th from the bottom)
http://www.msi.com.tw/program/products/mainboard/mbd/pro_mbd_cpu_support_detail.php?UID=501&NAME=MS-6540G&kind=1
However, during POST, right after the IDE drives are listed, it reports something like:
Not Compatible CPU : 0F41 (guessing, from memory, I'm at work, not home)
I've never flashed my bios, and my Award Bios is v3.7.  Can't really flash to a new BIOS as I can't boot (or can I?)
My PSU is only 250Watt, as supplied in the barebones system.  Would a very low wattage PSU cause this error?  I have NO card in ANY slot.  I have a 512MB DDR chip installed, guessing 233?  Very old one, not sure of the brand.  (I just ordered 2 - 512Mb DDR Samsung's 400, so I hope these's are compatible).  I have an 80Gb & 200GB Maxtor IDE HD, both I think support UltraDMA 133.
If I COULD find another CPU, and flashed the BIOS to v3.9, should that fix my problem? 
Or is there another reason?
Thanks everyone -- Doug.

I installed my nephew's Celron 2.0, and it booted fine.
So, I flashed the BIOS to v3.9, and put my P4 3.0 back in.
It booted without a problem this time, so it was the BIOS.
Now, to upgrade my PSU!
Thanks anyhow -- Doug

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