depends on when the motherboard was made. older boards that have been on the shelves since release will need a BIOS update to support the CPU, newer boards will ship with the proper BIOS pre-installed.
computer stores will update it for you, I read that frye's will do it for 20 bucks.
AMD had boot kits where they would send you a CPU to flash the motherboard and you send it back when the software upgrade is complete.
there are options, but the only real way is to verify which BIOS version supports the CPU and buy a board with that version installed. it will be written on the box.