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First thing you should do before removing the old motherbaord is to go into Device manager and remove as much motherboard hardware as you can. Don't remove your printers, for instance. Remove things like the network adapter, parallel ports, com ports, sound, etc.
Then shutdown and unplug the computer.
Remove all external cables from the computer and then all wiring and add in cards connected to the motherboard.
Remove all the screws going though the motherboard.
Depending on your case you might need to remove the power supply too. Lift the motherboard out and place on the foam that the new board came with. Remove the heatsink carefully using a flat blade screwdriver to push down and out on the locks on both sides. Pay attention to the direction the heatsink is facing. There are two possible ways to install but only ONE right way. There is a step in the bottom of the HS that has to go the right way.
Now lift the lock on the CPU socket completely up and lift the CPU straight up. Take care to not bend any of the pins. The CPU only has one way to go in too. One corner has a pin missing.
Remove the memory from the old board and set aside.
Now, clean off all the goop on the CPU and the HS. Use solvent like acetone or lacquer thinner. Now set the NEW motherboard on the foam and reverse the procedure. Install the CPU first. Should drop right in without any force. Then apply the thermal paste according to the link I am going to place at the bottom of this post. Install the HSink by looking the inner latch first. Then while securing the HS completely flat and in line use the flat blade screw driver to first depress the latch and then steer it inward until it captures the tang on the socket. Connect the HS fan to the header marked HS fan or CPU fan. Install the memory.
Now you need to hold the motherboard in the install position and see which metal stand offs in the case are right and which you may need to remove or reposition. One standoff under each screw hole in the motherboard and no where else.
Now remove the board and with the case on its side place cardboard or the board box on top of the opening. Connect ONLY the following items. The 20 pin power connector and the square four pin power connector. The monitor and keyboard. If the power supply has an switch on it turn it on. Turn on the monitor. Take a flat blad screw driver and momentarily touch the two pins marked power switch. The motherboard should now start up. Hit delete on the keyboard to enter the BIOS. Go to PC Health and observe the temperatures for a few minutes. If temps are less than 50C then go back to the first screen in the BIOS and set the date and time. Now shut down using the PSU switch or pulling the plug.
Install the board in the case and make all connections according to the manual.
When booting this time enter the BIOS screens again and set the drives to auto the boot order to floppy, CD then HD.
Go to integrated peripherals and disable any you don't use. Parallel and com ports come to mind.
Save and exit. Now allow the computer to boot to Windows. When messages for found new hardware appear hit Esc each time. After Windows settles down install the drivers off the CD that came with the board. Then reboot.
This post is extremely long so I will stop here. Any questions, post back.
I forgot a link for the thermal paste. This site isn't the best for paste but OK. It also shows the correct method to install the heat sink. Your board is a Socket A or 462.