If that's a DG965SS board you have then the relevant Intel Support Page should help. You'll be able to download the boards manual as a pdf and read how to correctly connect up the board there. The same page also has a link to CPUs that are supported for that board (just in case the CPU that worked with your 'old' board is no-longer compatible with this one).
Once you've read through the manual and checked your connections and component compatibility, get back with any further questions/problems. If you're new to this sort of thing note that you'll need to have the board unplugged from the mains (not just powered down) before installing cards, cpus, memory etc and you'll need to protect against damage from static electricity - both things that should be covered in the manual.
I have already been through the entire manual and I am nowhere near new to this. I am just stumped. There is probably not much you guys can do to help now that I think about it. I have went through everything twice.
Then it's time to call in the services of the professionals and take it to the shop where you bought the parts. They may charge you a small amount to get it working but that's better than having a pile of parts inside a PC case that's unusable.