Both of those processors will work with your motherboard. The 333MHz FSB will simply reduce to the maximum of your motherboard, 266MHz. As you guessed, the 2800+ is a better choice than the 2600+, but I'd recommend buying from Newegg unless you prefer CompuVest. The same model CPU may be found here
, but it is in a retail box rather than OEM, meaning it will come with a stock heatsink and fan. Even though your current ones should work as well, it wouldn't hurt to install the new ones. It is $7 more on Newegg, but the shipping is free and very fast; don't be surprised if it comes a day early.
The other posters are right though, this isn't too big of an upgrade. If possible, a whole new system should be built. Of course, financial issues prevent a new computer, but for $100, is a 300MHz boost worth it to you?