The Pentium M was Intel's first mobile processor designed from the ground up. Previously, mobile processor lines were just low power versions of the desktop variety... to disastrous results. When energy consumption is not an issue the Pentium 4 is perfectly adequate for desktops, however to stick it into a notebook is akin to running a hot plate off your laptop battery.
While the Pentium M processor is compatible with the Pentium 4 bus the CPU uses the Socket 479 form factor, so there is no intercompatibility. If you'd like to run a Pentium M processor in a desktop system, you'll have to get yourself a Socket 479 motherboard or small formfactor PC system.
Source:Intel Pentium M 740 1.73GHz socket 479 Processor Review