Yes, definitely this configuration works great and even better with the E8400 processor.
Compatible processors: http://processormatch.intel.com/CompDB/SearchResult.aspx?Boardname=DP45SG
Also to make sure everything works fine, please make sure you are using supported memory: http://www.intel.com/support/motherboards/desktop/dp45sg/sb/CS-029151.htm
A point to note: if you get 1333MHz memory, you may need to alter the memory speed setting in BIOS to make your memory work at 1333 cause as far as I know the default memory on this board is set to 1066 even though it can work at 1333Mhz. So based on this you make have to alter the speed in bios.
Concerning the graphics card, i think it should be ok as well. To be sure its better to check with the graphics card manufacturer, but generally i don't think there is gonna be any problem with this gfx card.
Hope this will be useful to you.