Firstly, when you say you want to stick with Pentium, what you mean is you want to still with Intel. Intel's current generation socket is LGA775. Socket A, 754, 939 and 940 are all AMD sockets. Socket 478 has been phased out.

Nearly all LGA775 motherboards have PCI-Express (with the exception of LGA775/i865 hybrids such as the ASUS P5P800). By "4200" I presume you mean DDRII-533/PC2-4200 RAM. All chipsets based on i915 (Grantsdale) and later support DDRII, but many low end lack DDRII slots; in these cases, DDR400/PC3200 is the standard. In reality, there is not great advantage to DDRII over DDR. The clock rates and maximum theoretical bandwidth is offset by the high latencies.

I would personally recommend that you go and talk to real human beings, who have knowledge and experience custom designing systems to people's needs and offering tangible support, rather than a staff of no-nothing don't-give-a-damn on-line store operators.