What is the rating of your memory?

The Celeron CPU’s work at 66MHz or 100MHz FSB while the PIII’s (866) use a 133MHz FSB.

If you’re using PC66 memory, it might not work with the PIII 866 because the board may try to run the memory at 133MHz.
You might not even get POST with PC100 memory depending on the quality of the ram.

Have you tried clearing the CMOS?

Both good suggestions.
I will clear the BIOS via the MB jumpers vs resetting to on screen BIOS defaults and report back.
The memory issue raised may be the issue. Please see picture of RAM label.
All three have the same label. I think the ram is probably to slow for 133 FSB.
If so, could some of the experts in here post some links to correct ram for this MB and the CPU's listed above.
Thanks!

You can set FSB (J7) to 100 MHz, then PIII will run at 100 MHz and system should boot. Indeed, but at lower than nominal speeds, but sufficient to verify functionality. For FSB 133 MHz you need PC133 (-7 ns and faster) SDRAM, lower CL is better.

If it works with Celeron 433 (Mendocino) - its AV18 or AV18A model?