While Intel may not officially support OpenCL on their GPUs under Linux, there is Beignet, the open source implementation: https://01.org/beignet

That was my first thought too,

I agree, a PCI 8400 GS wasn't detected in my Asus P2B, and neither was a Wireless Card i bought years earlier, i think the board only has PCI 2.1, The P2B has the very latest Beta Bios, a Slocket, and a Coppermine (FC-PGA) Pentium 3, and it has a AGP x4 FX5600 fitted in it's AGP x2 slot, on which the fan doesn't work, you can't get AGP cards to fit as all recent ones are AGP x8, PCI 8400 GS works fine in a Athlon XP system (Asus a7n8x delux)

I got a PCI 8400 GS for my Asus P2B and it's Pentium 3, but it's BIOS doesn't detect the GPU, an earlier wireless Card wasn't detected eithier, i suspect you need PCI 2.2 or later, I've heard of others with Pentium 3's where PCI GPU's are detected, so your mileage may vary, the PCI 8400 GS runs Cuda apps fine in a Athlon XP system, while it's AGP HD4650 runs CAL apps fine,