Yes there are differant types of SDRam.
Even though the clock rate of 133 is the same, some ram is CAS 2 (Fast) Cas 2.5 (Med) Cas 3 (Slow).
Most cheap unbranded ram is usual 3 or 2.5, decent ram from some of the big brands (Corsair, Kingston etc) is 2 but the price is higher.
The previous post is right though. P4's love ram bandwidth. SDRAM cripples a P4. Get a new board with DDR ram, the faster the better. If you really want to blow loads of money go for a RDRam board and use PC1066 ram. Though this ram has disadvantages of having a higher latency than DDR ram, but overall through put is higher.
Im guessing your P4 is the socket 423 variant? if so you might struggle to find a board that is worth upgrading to as the 423 only went to 2ghz.
Regards
Mandrill