I've got the same motherboard, using a dual boot for WinXP and Linux (Ubuntu 8.10). I found that HDMI jumper, it's a big multi-pin jumper down right between that big silver heat sink and the DVI/HDMI output ports.
See this picturehttp://www.motherboards.org/imageview.html?i=/images/reviews/motherboards/1799_p3_16.jpg
After switching that big jumper over, I was able to get HDMI going in WinXP and Linux. Getting audio in linux though, that's a whole other story.