Most manufacturers bioses will only complain about the missing the microcodes for the CPU, but will allow continuing operation after the warning.
Some few refuse operation completely. In those cases the motherboard would work with the xeon, but only with right microcodes. A motherboard that doesn't work with xeons at all, will not boot up at all, it will stay completely blank.
You will need to look up a modified bios with xeon microcodes, official bioses don't have them, with maybe exception of Asus supporting whole E0 platform. Some bioses are relatively easy to inject the xeon microcodes, some are effectively impossible. Of course you will need to find one made by someone else.
That MSI ms 7525 / HP Boston doesn't look very promising, as it's said to only supports dual cores anyway. Thus it's not likely anyone has made a modified bios for it as regular dual cores aren't that expensive.
Well, this site looks like it has a modified bios listed for the MS 7525. But, it doesn't' say for which xeons. They are not all the same, just because it has some xeon microcodes it doesn't mean it has all.
http://ideafix.name/?p=1490
You could try it out, remember it's your computer, and your risk. But it looks promising.