In the notes section, it says the motherboard may need a BIOS update before it can use the CPU. Being a noob on my first build i would like to know if it is a problem. http://pcpartpicker.com/p/VpcHnQ
The software that the motherboard originally has does not support that CPU. You will have to update the software on the motherboard. Moreover once you update it to the most current BIOS it will be compatible with that CPU.