Yes, as long as they have the same socket type. I believe that 2.66GHz Celeron processors are only available in socket 478 format but "Pentium 4" motherboards come with either socket 478 (the older style) or socket 775 (the new fitting) for you to sit your processor in. If the motherboard is brand new, it's likely to be socket 775. If it's a couple of years old, it's likely to be socket 478.
As processors are advancing in speed so fast these days, most motherboard manufacturers are now making their boards compatible with processors faster than any that are currently on the market. Therefore, even if your motherboard is 2 years old, it's likely that it will support a processor that was made only a year ago, e.g. a 2.66GHz Celeron processor.
That's a guideline. The only way to REALLY be sure is to look at the motherboard for the manufacturer's name and the model number and then check the Support section of the motherboard manufacturer's web site (or, obviously, the motherboard manual if you have it).
Hope that helps
should it work
