Power supply:
Just replacing the 250W unit with a 400W unit in itself may not be the ultimate move. not if you just pop into a local store to get the new PSU anyway! You certainly have enough in your system to be testing out a 250W unit, but it's quality that counts. A good 250W unit, such as the one in your Dell, may in fact be more stable than a cheap as chips generic 400W unit, by delivering more stable voltage levels. Cheap power supplies are all over the place with the voltages, I'm afraid.
I've mentioned some brand names earlier, but as a general rule it IS price that counts. Here in Australia, where el-cheapo PSUs at the corner shop cost around $AU40 to $50, I wouldn't consider paying less than $AU100 for a unit. There simply isn't a quality model on the market for under that price, and the better ones come in at $AU120+.
Motherboard:
You still seem confused. Motherboards aren't limited to one front side bus speed only, they have settings in BIOS to adjust the fsb setting to suit the processor installed (or to overclock it of course

) The two Abit motherboards I recommended above cater to both 533MHz and 800MHz fsb processors, and both should allow you to increase it even beyond 800MHz for overclocking purposes, should you choose to 'hot-rod' the thing.