Yeah, no problem here. AMD doesn't make consumer CPUs with a higher TDP than 125W which is why the board is rated the way it is.
true. There is
a 140W 965BE... http://www.newegg.com/Product/Product.aspx?Item=N82E16819103692
Of course, in saying that, the only 965's you can still find are 125W.
But yes, OP, you should be just fine with the 125W 965.