shouldnt do, most gigabyte boards run AM3 at stock. mine did, tohugh ive since updated the BIOS.
luckily, bios flashing is also very easy in gigabyte boards. it keep a backup BIOS saves, so if the flash fails it can revert to the old BIOS. genius
before you buy it, just do a double check the board supports processors of that TDP. ill do a double check myself. i believe it does, but better safe than sorry.
EDIT: can;t find anything explicitly stating support for 125w TDP processors, but the gigabyte does list support for 'the latest' Phenom II processors. so it shouldn't be a problem.
DOUBLE EDIT: yup, supports up to 140w TDP. will run the processor fine. a very small Mobo, but very capable. if you want to keep the processor, its a very good option.