Firstly the mobo has to be rev 3.1 (PCB Revision Number Printed Somewhere on the Mobo itself)
Do you have an older processor on you? Like the Phenom II's or the Athlon II's or the Semprons?
If you do, my suggestion to you is to Insert the older processor in get the rig to Boot into the BIOS and update it's version to the latest, which is F4 , the other one is the F5a but it's a beta BIOS, no need for that now.
You can download it from
http://www.gigabyte.com/products/product-page.aspx?pid=3833#bios
After you have successfully updated the BIOS and once again booted the rig, you can then shut it down and reinsert the FX CPU and restart the rig.
Before you start the rig with the new processor in it, it would be advisable to clear the CMOS/BIOS, by either removing the CMOS battery for a little while and then reinserting it or then Shorting the CLEAR_CMOS jumpers on that board.