Phenom II X4 965 not compatible but working?

Hello guys! I am posting here just out of plain curiosity for this little thing I've been dealing with eversince I bought my new processor.

A few months ago I purchased an AMD Phenom II X4 965 (AM3 Socket) to use with my M2N68-AM SE2 ASUS motherboard.
After some struggling I managed to place the annoyingly oversized processor in place. When I booted up the computer, first thing I see after the ASUS logo is a message saying that the CPU is not compatible. However, I am given an option to continue by pressing F1. Naturally, I did, and everything worked fine.

My computer recognizes my processor and my computer runs perfectly well.

However, I'm rather worried this could have long-term consequences. Every time I boot up my computer the same message appears, although sometimes I get a second option- to press F2, load default values and continue.

As I said before, my computer works perfectly and I've never had any problem, but I wanted to know if this is something I need to fix.

Thank you!