well couple of things. CPU's are fragile, which means that a static charge could have blown it from the begining, if you live in a place with low humidity then this is possible, it is important to equipt your self witht eh right tools and knowlage before builing or updating a computer. in your case i would have suggested an anti static wriste band. but see as how there is already CPU difficulties then thats a little late.
you may want to check and see if all the pins are straight on the CPU, if its a significanlty better cpu then also check and see if your heatsink is good enough and that your thermal pads are fine. typicly when installing a CPU and heatsink its one of those things you do once. check your memory and check your bios, good luck and be sure to post if this didnt help (although i hope it did). ooo and finally (it could just be that it doesnt work, it doesnt happend often but it might have).