Don't get a 2.2 GHz P4. It's a rip-off for the performance that an AMD chip will give for the same price.
Those specs you listed aren't useful. The main things to look for when buying a motherboard are: FSB support, AGP 8X support, PCI slots, SATA support, onboard LAN, and RAM quantity/speed support.
A FSB is sorta hard to explain. To put it in simple terms, it's the maximum speed that your processor can "communicate" with the RAM and the rest of the system. It's a good idea to get RAM that's the same speed as the FSB.
Intel doesn't make 3.06 GHz P4's at 400 MHz. They make 533 MHz FSB and 800 MHz FSB 3.06 P4's.
It's not the wattage of the power supply that matters the most, it's the quality. Unless you plan on getting a lot of hard drives, a generic 350w PSU should do fine.
You MUST have a fan on your processor or it'll melt. It's as simple as that.
Intel fans come with heatsink fans retail.
If you want product suggestions, just ask. There are a few different ways to go when buying custom computers.
-Lasereth