ECC memory with GA-EX58-UD5

From Intel® Core™ i7-800 and i5-700 Desktop Processor Series Datasheet - Volume 1.pdf:

•Supported DIMM Types
—Unbuffered DIMMs: 1066 MT/s (PC3-8500), and 1333 MT/s (PC3-10600)
•Desktop Intel 5 series Chipset platform DDR3 DIMM Modules
—Raw Card A — Single Sided x8 unbuffered non-ECC
—Raw Card B — Double Sided x8 unbuffered non-ECC
—Raw Card C — Single Sided x16 unbuffered non-ECC
•DDR3 DRAM Device Technology
—Unbuffered: 1-Gb and 2-Gb DDR3 DRAM Device technologies and addressing
are supported (as detailed in Table2-1).
 

I am using Intel i7-920 with Gigabyte GA-EX58-UD5 motherboard
 

Correct. You CAN'T use ECC RAM with a non-server board. You'd need something like this if you want ECC:
http://www.newegg.com/Product/Product.aspx?Item=N82E16813182165
Note: This board CAN use a normal i7. BUT most true server boards (esp. 2P) will need a Xeon.
 
The i7-920 won't support ECC memory no matter what motherboard you use. I'm using a Xeon W3520, which is identical to the i7-920 except that it supports ECC memory. I've paired it with an Asus P6T6 WS Revolution motherboard which also supports ECC memory, and in fact, am actually using ECC memory! It all works just fine.