There are a couple things you should be aware of.
1: You'll need to buy new RAM. Looking at your chipset (915GEV), it supports DDR2 DIMMs (240pins). So, unfortunately it looks like you'll need to buy new memory. AMD currently only supports 184pin DIMMs.
2: You'll have to reinstall Windows. When you change chipsets & processors on WinXP, it freaks out and doesn't boot. The only proper way to fix it is to reinstall.
3. Video card. I don't know much about your board, but i'm pretty sure it has PCI-e and the video card is integrated. This means you'll probably need to buy a video card (if you don't already have one). If you have a PCI-e video card in the 16x slot, then ignore this warning. nVidia makes AMD chipsets with integrated video- so you don't have to buy a video card, but these solutions are generally not the best. Seeing how you currently have crappy intel integrated graphics, I'm guessing you're not a big gamer.
Other than that, everything else should work fine.
-mpjesse