Socket socket socket...
Look at the socket of that CPU, and make sure the new CPU has the same socket, and all should be smooth.
Also ensure you have enough headroom in your power supply, and it can handle an upgrade.
Just the socket? I know my PSU can handle it. I just put in a corsair ATX 430 watt.
if you're certain your PSU can handle it, then the only other thing you will need to worry about is the socket of the CPU and MOBO.
That, and check the max TDP of the CPU and MOBO.
You want a 125W CPU, but mobo only supports 95W CPU.