|Are you sure you bought a socket 939 model?|
You can't use a AMD 64 x2 cpu in a socket 939 mboard unless the cpu has 939 pins. Many AMD 64 x2 cpus have 940 pins and those also require DDR2 ram, which you can't use in a socket 939 mboard.
Are you sure you bought a model that is in the cpu compatibilty list for your mboard model?
What's the specific model (part number) of the old cpu?
(just 3800+ may not be sufficient)
What's the specific model of the new cpu?
That's printed on it's surface, and on the label on the box for the new cpu, if it came in a box. .
Some models have a greater wattage rating (produce more heat) than others, and would require a better heatsink/fan combo, or a better fan on a lesser heatsink.
" Product: Startech.com Universal amd 64-bit cpu heatsink with fan"
The product description should specify the max cpu it can be used with. You may need to look that up on the Startech site if that's not specified in an ad.