To use that motherboard you want a CPU for Socket LGA 1366. This link takes you to the support page for the GA-EX58-UD4P http://www.gigabyte.com/products/product-page.aspx?pid=2986#
rev 1. Down the page is a tab for Support and Downloads
after selecting that, you can select "CPU support list" which lists the Socket 1366 i7 and Xeon CPU's supported.
note: check your motherboard revision number, if it is different than 1, different CPU's may be supported