The i3 has built in graphics, you will not be able to use this chip as the DP55WG doesn't have the required connections from the CPU to VGA/DVI connectors on the motherboard. The i3 requires an H55 chipset as far as I know, so the DP55WG is no good with this CPU.
You either to send back the i3 and exchange for an i5 or return the motherboard and get a board that does support the i3.
Really you should check very carefully before purchase.
Now on the DP55WG page the i3 is selcted as compatible with the board. I installed now the hardware, but I am unable to install Windows 7.
I want to use a Rocketraid pci-e adapter, but after installing the driver and a few minutes of installing W7 i get following error: Windows cannot install required files... I feel like 20 years back in DOS times and IRQ conflicts. With the same hardware and a Gigabyte AM3 board I didn't got any problems, and now this...