I need to know

Motherboard is something you need to consider otherwise the socket is not fit. But now i am not sure if Pentium still exist because Pentium 4 is hardly can be found in shops. People are using Pentium Core2 Duo
 
The part you're talking about is the CPU. As technology continues to change, so does the compatibility. The socket type from pentium 2 to pentium 3 are different, thus to convert you'd have to have a different motherboard.

So the short answer is... get a different PC.