Chestah hit the nail...
And he most likely also meant read the manual of your mobo too... He is right that in many cases when you change CPU, you also need to change some jumpers on the mobo (if possible at all, not all mobo's can be configured for whatever CPU and stuff). Doing this only in BIOS is rare.
Windows has got nothing to do with all this; Windows does not control how such hardware as your mobo is configured; it simply runs on top whatever it has (this also means there is no need at all to reinstall, repair, whatever, after such a hardware update)
I always emphasize on having a specific manual of your mobo, especially when upgrading. It is very mandatory (especially when upgrading CPU's)!
Though many mobo's also have tables and definitions printed on their board, it is often extremely small and very crypted and short. Manuals most likely also contain more additional info and stuff.
Never buy a mobo without the manual or a mobo of which you aren't sure you can find a manual for it on the net... 
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