No The MSI K8N Neo is a socket 939. The CPU is a AM2 socket. You MUST get a socket 939 CPU.
AM2 processors are incompatible with 939 motherboards and vice versa, and although it has 940 pins, it is incompatible with Socket 940. Socket AM2 supports DDR2 SDRAM memory but not DDR memory, which the previous Socket 939 supported