so am2+ won't work with a am3+?
my other question is why the 125 w is working when my mobo support says it shouldn't
Only CPU's till AM3 are supported. The new FX chips are all AM3+ CPU's. It won't work on your motherboard.
According to your link, your mobo DOES support 125W phenom II x4's. Scroll about 80% down on that CPU list:)
FYI, an AM3+ chip will work officially only on an AM3+ motherboard.
An AM3 chip can work on AM2+, AM3 as well as AM3+ motherboards.