As you can see on this page, newer versions of your motherboard are listed as supporting an Athlon XP Thoroughbred, but yours is not:http://www.msi-computer.co.jp/...cpus...rt/athlonxp.htm
It might be that a small minority of your motherboard revision are unstable with Athlon XPs, or that they forgot to ever update the list, or that none at all can work on your motherboard.
An Athlon XP Palomino would probably be more likely to work than an Athlon XP Thoroughbred.
It'd be better to go for an Athlon XP if you can, as Semprons are meant for 166MHz front side bus, which means that even if it does work, it won't work at full speed; a Sempron will have a lower multiplier.
If speed is not really important to you and you're on a budget, it'd be easier to buy a second hand 1GHz Athlon for a fairly low price, as that's sure to work.
Otherwise, I suggest you try before you buy an Athlon XP for your motherboard. Maybe a friend could test their chip in your computer? Whatever you do, make sure the latest bios is installed first.