For Pentium cpus there is not a driver as such.
You sometimes need to update the BIOS to recognise processors(and other hardware) that are newer than the motherboards current BIOS.
You say you know your cpu has Hyperthreading...are you absolutely sure?........try running CPU-z click here which will fully identify your cpus model number,stepping and Hyperthreading capability.
Your motherboard is an older socket 478 one (like mine) and not all socket 478 P4s supported Hyperthreaing.
For what it's worth I do believe that it helps,Hyperthreading wont make the cpu faster but can improve responsiveness when you are doing more than one thing at once.