While I've never upgraded my system from the standard S939 CPU I originally installed, I do know that in order to use an AM2 CPU (not even sure about AM2+), you need the AM2CPU daughter card. This card has the AM2 CPU socket as well as the DDR2 memory slots. They were hard to find when I was looking for them (not so hard now
). I would make absolutely certain the processor you want to install is compatible with this daughter card.
Edit: The bottom half of this page
shows what CPUs are compatible with the AM2CPU daughter card.