If the processor is bad or place it incorrectly on the socket, the system will not boot, but can't cause a memory lost. You could try the following:
1) 1) On the Intel* DX58SO desktop board populate one memory at the time, the blue DIMM close to the processor first and check if the RAM is visible on the BIOS screen then the second and third blue DIMM. If at the end of the test all the RAM is visible we can tell then the memory slots on the board are OK. If you see any problem in one DIMM try a tested good memory stick on it to confirm.
2) 2) If you see any problem, update the BIOS to the latest version 5561. You can get it from the following link: http://downloadcenter.intel.com/SearchResult.aspx?lang=eng&ProductFamily=Desktop+Boards&ProductLine=Intel%C2%AE+5+Series+Chipset+Boards&ProductProduct=Intel%C2%AE+Desktop+Board+DX58SO
If you have the operating system loaded try the executable version (SOX5810J.86A.5561.EB.EXE) if you don’t try the BIOS recovery (SO5561C.BIO)