Short story is: go to your Motherboard vendors site and look for Supported Processors.
Long story is:
Platform Compatibility Guide
To reduce confusion in proper motherboard selection, Intel has created a compatibility naming convention called, Platform Compatibility Guide. "05B" and "05A" will be the first Platform Compatibility Guides for the Pentium D processor. (Future specifications will use similar Platform Capability Guides where the first two digits represent the year the Guide is introduced and the 3rd digit stands for the market segment. "A" applies to processors that fall in the Mainstream 2, 1 and Value market segments; where "B" applies to processors that fall in the Performance and Mainstream 3 market segments. Intel product dealers can view the Desktop Processor Roadmap which shows which processors fall under the various market segments. Additionally, Platform Compatibility Guide information for a specific processor can be found on the S-Spec Reference Table and the Product Specifications and Comparisons tool)
All of the Boxed Intel® Pentium® D processors in the FC-LGA4 package will have markings on the box with either, "Platform Compatibility 05B" or "Platform Compatibility 05A". See figure 4 for an example of how processors will be marked.
Motherboards that support processors with the Platform Compatibility Guide (PCG) 05B specification will support processors with the PCG 05B and 05A. In other words Motherboards designed to PCG 054B are backwards compatible with 05A processors. Motherboards that only support processors with the PCG 05A will not support PCG 05B processors. These motherboards have been designed to provide customers with a lower cost platform.
Platform Compatibility Guides do not promise compatibility. Platform Compatibility Guides specify likely motherboard compatibility with processor electrical requirements. Compatible BIOS, drivers, hardware, and operating system are required.
Additionally, a BIOS upgrade may be required in order to properly recognize and initialize the latest stepping of the Pentium D processor. Motherboards must also meet the electrical and mechanical specifications of the Pentium D processor, as documented in the Datasheet.
It's the perfect time to get a new system, prices are good and the performance is much better. Many of these older processors are hard to find and if you do find them they are more expensive and no longer supported by Intel.