Open bios. Right at the top it should say your motherboard and bios revision number. Write that down.
Goto your motherboard website. Asus, Msi, Gigabyte etc. Look up the Exact model you own, so msi Tomahawk max revision 3.0, is different to Msi Tomahawk max revision 1.0. There you'll see in the download section the bios files.
Find your current bios number. Start reading upwards to new bios releases, you may need additional steps. If no steps, download the latest to your desktop. In there will be explicit directions on how to update your bios. It's different for each vendor. Follow install directions EXACTLY. Do NOT turn off power or reset for any reason, unless explicitly told to do so, it could take a while to complete.
When all is done, last reboot finished, new cpu installed, go back into bios and change your ram speed, XMP or DOCP etc.
Not hard. Just make sure to not deviate from instructions.