Compatible

http://www.ebuyer.com/product/128997
http://www.ebuyer.com/product/82243
http://www.ebuyer.com/product/140909

Are they compatible with one another?

Quick look suggests yes based on the LGA775 chip, the speed/type of DDR memory and the board taking the LGA775 CPU.

I would if this is for a personal build with a budget consider spending a few pennies more and ditching the celeron in favour of a P4 and maybe buy two of those memory modules.

For the extra £25 you'll get a far better build.

http://www.ebuyer.com/product/131182

Get this board instead its a bit better, Intel Chipset GB Lan will run Aero.
Would then look at maybe 1GB of ram if your budget could stretch (looks like the budget is tight).

Also for a couple of £ more you could have a Celeron Dual Core E1200 which is as good as any in its price range http://www.ebuyer.com/product/139975

Why wouldn't the other one be able to run Aero?

Sorry my bad that one does run Aero but doesnt carry the associated Vista Premium certification. For the price difference I would go with the Intel chipset every time.

Ah, I didn't see that the other one didn't have an Intel Chipset, yeah I will go with the one you picked out + the processor I posted in the other thread. Need to earn the money now.