As you may have noticed, Pentium M processors support Speedstep. For whatever reason, Intel left Speedstep out of the budget Celeron M processors. But you're in luck! You can get CPU frequency scaling on Celeron M and Pentium 4 processors.
First off, you need to insert the p4_clockmod module. Open a terminal and do
This shouldn't give any feedback.
sudo modprobe p4_clockmod
To make this module load every boot, add it to /etc/modules with your favorite editor ...it should look something like this
Now, as for the actual scaling, you have a few choices. As far as I know, the two more popular CPU scaling daemons are cpufreqd and powernowd. cpufreqd is very configurable and I'm not going to go into it here. I'm sure there are better guides for cpufreqd out there than what I can whip up. The other option (and my preference) is powernowd. Basically, powernowd will scale back your clockspeed when crunching is low, and if it needs more processign power, will scale the clockspeed back up. Check out the man page for more in-depth information.
# /etc/modules: kernel modules to load at boot time.
# This file contains the names of kernel modules that should be loaded
# at boot time, one per line. Lines beginning with "#" are ignored.
Edit: since this post, through various research, it seems that this doesn't really confer significant power savings. I ended up just not bothering, as it merely hampered performance for little or no benefit