Okay so currently I have:
Gigabyte M57SLI-S4 Motherboard
AMD Athlon 64 x2 Dual Core Processor 4000+ (with an AM2 socket)
AMD HDZ940XCGIBOX Phenom II X4 940 Black Edition 3.0GHz Cache 8MB AM2+ 125W Processor - Retail
But this is an AM2+ socket and I don't know if this will work in my motherboard. My back up:
AMD Athlon 64 X2 6000+ Windsor 3.0GHz 2 x 1MB L2 Cache Socket AM2 125W Dual-Core Processor - OEM
Will work for sure but it's lame and I want the bigger badder one.
More about :processor upgrades socket compatibility
As you can see it will work fine in your motherboard, however you may need a BIOS update which is simple enough. However, your motherboard will only be able to utilise HyperTransport 1.0 instead of the newer HT3.0 which is supported by newer AM3 boards. I don't think this has too much of a performance impact in everyday use though. Best of luck!