Earlier CPUs would run at slower clock, but 2800+ and up, if the MHz is slow they play dead, dead, dead. You have to make sure the board provides the right MHz right from the start. The board I've been using has jumpers for 100, 133, 166 and 200 MHz and a 2800+ will only show signs of life at one setting.
With a POST test board you can see it isn't dead though, because on most settings the number will change from 00 to something else, but go no farther.