Ide say theres a possibility of a bios problem, you havent flashed it and the board came out before XPs hit the market so a flash may be needed to take an XP? Of coarse that leads to catch22, you dont want to flash a board that might shutdown during the eeprom write and the board shuts down.
I just ordered one so I hope its not a bigger problem

, Im going to be running an old 200fsb CPU though. Also I just did an E.Wood of the manual and the voltage jumpers have two modes for each CPU type, you might try manualy setting the voltage jumpers to correct stock for your chip. In fact Ide try setting everything you can with the jumpers rather than the bios jumperless settings.
So much stuff in the bios and on the board frankly Im nervous about it.