Computers will nto boot without any RAM installed. If your monitor is getting no signal than either the video card doesnt have its power connector plugged in or it is dead.
I would check to make sure you have 6pin PCI-Express power connector plugged in. If that is connected try removing the reseating the VGA card in the computer. If that doesnt work try it in another machine if you have one, but it none of that solved you problems chances are it died.
Physically the sockets are compatible.
If the older 4800+ worked fine than you should update the BIOS on that motherboard when you have the 4800+ installed. A new BIOS revision may be needed to support that processor. They should have them on the ECS website. If there are no new BIOS revisions that support that processor than you will have to get a newer motherboard
Is your motherboard the revision 2.0 board you listed? The newest BIOS on their site is version: 09/01/05, released: 2009/01/13.
Just so you know that CPU isn't under the supported CPU list for that board (revision 2.0)