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If you were overclocking your old chip, you'd want to reset your bios or adjust down your overclocks since the new e8400 should only get max of 1.35V or so.
I had an 3200+ and a FX55 clocked to the same speed and ran all of these benchmarks and they basically came out the same. The FX series are the biggest ripoffs that the cpu world has ever seen.
Maybe your cpu and/or your heatsink aren't perfectly flat thus getting bad contact.
Go ahead and try other temp monitoring programs like Everest Home, not sure if Coretemp would be compatible with a P4.
reapplying thermal paste is a must if you haven't done so in a while or are using stock thermal paste off of a stock HS.
Can I ask what temp monitor you are using?
I have a e6600 at 3.33Ghz now and there aren't much things that I can't conquer with this chip and had a Q G0 in my hands to use, but I couldn't since it wouldn't give me that big of an advantage unless you are heavily into music and video encoding and decoding.
What the heck? That's weird. My version has a drop down box between the "Priority" and "Additional Information" that let's you choose core 0 or 1. I run two of them and select different cores on each. Maybe my version is an older one. I have to go home and check.
I got a 44G as well from MWave shipped from California. Anything over 3.4GHz was difficult but at 3.4GHz @ 1.475GHz, with Tuniq Tower, I am 7 hour dual orthos stable. The temp dropped 3 degrees this morning so the paste is curing so will try again for 3.6 tonight.
The 667MHz RAM can take your cpu up to 3.33GHz without any OC on the RAM. It should go up to 3.4GHz easy. It is new generation ready at a 1:1 ratio.
If you are overclocking though, just go with a 800MHz pair, at least.
If you aren't planning to overclock, then I'd suggest any of the brand names with 667MHz speed. Corsair, Crucial, Kingston, OCz, GSkill, Patriot. Go with CAS 4 instead of 5, if money permits (I have a feeling it will be permitted). :p