It would also be very helpful if you can reveal the specific motherboard that you're going to be using. Not all motherboards support both the older Pentium D and the newer Core 2 Duo processors. In general, the earliest LGA 775 motherboards do not support any of the Core architecture processors at all while the newer motherboards using an Intel 3-series chipset or later do not officially support any of the older NetBurst processors such as the Pentium D.
In addition, most motherboards that support both the older Pentium D and the 65nm Core 2 Duo E6300 do not support the newer 45nm Pentium E6600, while most motherboards that support the Pentium E6600 do not support the older Pentium D and are thus restricted to the Core architecture processors only.
Any Processor upgrade should start with the Motherboard mfg.
See what it supports and what revision of BIOS you will need to support your upgraded processor.
Once you have this information you may/will need to update your BIOS for the new processor.