|"I know the cpu cannot be changed"|
The reason it can't be upgraded is because there's no P4 that runs faster than 3.8GHz. Your board *may* accept a dual core CPU, but you didn't bother to list the model number so there's no way to check.
"I want to upgrade it to
4GB DDR2 800 MHZ RAM"
DDR2-533 is the correct RAM to run with an 800MHz FSB P4. It provides a CPU:DRAM ratio of 3:4 which is considered optimal for a P4 & it's crappy netburst architecture.
Best Graphics Cards For The Money: November '09