BIOS Update Help

Solution
It means the BIOS needs to be at a specific version for your CPU to work. The thing is, you usually need a supported CPU to be installed to update the BIOS. You may get lucky and get a board with the correct BIOS version already installed, or you may be left with a board and a CPU that you can't use.

MSI's CPU support list, the last column is the required BIOS version:
http://www.msi.com/support/mb/H81MP33_V2.html#support-cpu

You'd be best off going with a board with a 9-series chipset, those support Haswell-R out of the box. Preferably a Z97 board if you plan on overclocking that CPU. This one for example:

PCPartPicker part list / Price breakdown by merchant

Motherboard: ASRock Z97 KILLER ATX LGA1150...
If you have not bought the parts yet, I would suggest an H87 or H97 motherboard. the H81 boards do have a history of issues with the 1150 socket chips. The newer boards are far less of a hassle.
 
It means the BIOS needs to be at a specific version for your CPU to work. The thing is, you usually need a supported CPU to be installed to update the BIOS. You may get lucky and get a board with the correct BIOS version already installed, or you may be left with a board and a CPU that you can't use.

MSI's CPU support list, the last column is the required BIOS version:
http://www.msi.com/support/mb/H81MP33_V2.html#support-cpu

You'd be best off going with a board with a 9-series chipset, those support Haswell-R out of the box. Preferably a Z97 board if you plan on overclocking that CPU. This one for example:

PCPartPicker part list / Price breakdown by merchant

Motherboard: ASRock Z97 KILLER ATX LGA1150 Motherboard (£56.81 @ Amazon UK)
Total: £56.81
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2014-09-03 13:13 BST+0100

Or this one:

PCPartPicker part list / Price breakdown by merchant

Motherboard: ASRock Z97 Extreme3 ATX LGA1150 Motherboard (£64.96 @ Amazon UK)
Total: £64.96
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2014-09-03 13:16 BST+0100

Or this one:

PCPartPicker part list / Price breakdown by merchant

Motherboard: MSI Z97 PC MATE ATX LGA1150 Motherboard (£63.56 @ Scan.co.uk)
Total: £63.56
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2014-09-03 13:18 BST+0100

A BIOS update may still be required to get the most out of your CPU, but you'll definitely be able to update the BIOS with your G3258.
 
Solution
I tweeked your build a little. I swapped out the Motherboard, suggested a faster chip that I think might serve you better, I took off the Hyper212 EVO because as much as I love that chip, I dont really think you need it for an i3. I swapped out the Power supply for something with a better reputation. let me know what you think.
http://uk.pcpartpicker.com/p/zCbn99