Back then, the main difference between Celeron's and Pentium's was the amount of L2 cache. Your Celeron has 128KB of L2 cache while the P4 that would fit that socket has 512MB L2 cache - almost 4 times as much. It would be enough to make a difference but like Sid said, not much of a noticeable one. A theoretic difference is not the same as the actual amount of noticeable difference you will personally experience.
Your best bet is to save your money and put together a newer system. I have upgraded quite a few people from older Celeron/PentiumAMD K6 chips to dual core setup's -- that does make a noticeable difference, a big difference!