Went to Gigabyte Support for your Motherboard (Rev 3.2)
Here is the CPU SUPPORT LIST for that above Gigabyte Motherboard: https://www.gigabyte.com/Motherboard/GA-F2A88XM-DS2-rev-32/support#support-cpu
If you Athlon is listed you must have the BIOS Version installed or newer on the far right column for the Mobo to recognize and boot with the new processor.
For the Athlon x 4 845 you need BIOS version FC or newer installed.
Also after changing the processor you must do a CLEAR CMOS so that BIOS will recognize the new Processor if you have the correct BIOS version installed.
Also make sure you have the latest AMD CHIP SET installed either from Gigabyte Support, link above.
EDIT: Downloaded your manual and I don't see anywhere to connect a separate PC SPEAKER to hear the BEEPS you are getting when your boot up.
Do you hear any beeps when you boot up by any chance?
If you do the BEEP Sequence will tell you which hardware BIOS is seeing that is failing it POST Test.
Can you enter BIOS at ALL?