HI, BOUGHT A MOTHERBOARD INTEL DG41RQAND TRY TO INSTAL A PROCESSOR PENTIUM D 930AND JUST DON'T HAPPEN NOTHING. IT TURNS ON BUT, NOTHING.
Even if the socket type is the same and the processor fits properly, that does not mean that the motherboard would be designed to support the processor.
In your case, unfortunately the dg41rq motherboard does not support mature processors like Intel(R) Pentium(R) 4 processors or Intel(R) Pentium(R) D processors.
I suggest you to check the list of compatible processors for that motherboard on the following site: