if you have done any overclocking try resetting the cmos to see if that helps and if not try getting a new cpu cooler like the rocketfish universal cpu cooler it might be hard to install but you will get it and also have you tried some new thermal past like artic silver 5. the best thing to do would be to try getting a water coolant system if you have the money! some times it is just the matter of changing the settings in the bios but if that dosnt work try clearing the cmos. then if that dosnt work go see a pro like geek squad!
Best of luck
From the looks of it you may need to upgrade this BIOS of your motherboard. That board uses the P965 chipset and I don't think they ever got official Wolfdale support, but I think Intel quietly added support on an update. Just go to Asus's website and do a MB BIOS update. Please see a local computer repair shop. They have much more experiance than these corporate run computer stores that get very little training and can usually only handle the basic repairs with only a few exceptions.
Without the upgrade then P4 will run at a higher voltage than the 8400 which is why it over heats. Please do this ASAP as damage may occur to the 8400 if not done promptly.
ps, make sure the P4 is reinstalled for the BIOS upgrade.
pss. I forgot to add that you should not update the BIOS within Windows. You will need to create a bootable MS-DOS disk and update the BIOS in MS-DOS.