No, you don't need a new motherboard (and if you did you may as well look at saving more for a more substantial upgrade). For confirmation I linked ASUS's own CPU compatibility page in my last post and the processors I've mentioned are all on there.
What I don't know is the BIOS version of your motherboard. The CPU compatibility page lists the BIOS version required for a particular processor to work on the motherboard. There is the possibility you'd need to update your BIOS with your current processor before installing the new one.
EDIT: the x4 860k should be better at multi-threaded tasks. How much difference it will make will depend on the software you're running. If current performance is unbearable then by all means take the plunge and upgrade. But financially I would be tempted to continue saving up for a more substantial upgrade.