The Pentium 4 draws a tremendous amount of power, more than 50W. It therefore requires an ample power supply to keep it well fed and happy. Specifically, you need an ATX12V power supply, preferably 300 Watts. The MSI 850 Pro proves no exception to this rule.
Any processor that draws over 50W is going to make plenty of heat and need plenty of cooling. The Pentium 4 reference design calls for a one-pound copper base heat sink, active cooled with aluminum fins. Because the weight of the heat sink could destroy motherboards during shipment, Intel designed heat sink bracing mechanisms to stop the motherboard from flexing. One pound of pressure is nothing to a motherboard, but mounted inside a system case in a shipping box, being dropped, moved, and pushed around, the G-forces experienced by the heavy heat sink could increase to the point where the motherboard flexes enough to break traces.
Unfortunately, the bracing calls for extra holes in the motherboard tray, which means reference Pentium 4 motherboards are not wholly compatible with pre-ATX 2.03 cases. The MSI 850 Pro follows in Intel's reference design footsteps by also needing an ATX 2.03 compliant case. In this area, ASUS has a clear advantage over MSI, since ASUS' P4T motherboard uses a metal baseboard to make the P4T compatible with pre-ATX 2.03 cases.