You are correct and for some reason that revision of the Pentium D 945 does not seem to be supported. I have no idea how you found a motherboard even more obsolete than that processor !
Being new to computers you may not know how old and slow that Pentium D will be, but it was never a very good processor even new and that was in 2005. Basically any modern processor even those with much lower clock speeds will blow that one away. It is so old very few motherboards are still made supporting it.
That being said if that processor is all you can afford and you have no choice but to use it in a "new" computer then try this. That processor is on the supported list for this motherboard.http://www.newegg.com/Product/Product.aspx?Item=N82E16813157173