OEM/premade box will say that cpu is unsupported because the company never bundled that cpu with the system. Chances are it will work, but it might not as well... On post the bios has a list of supported cpus in it. It may do nothing, it may yell at you and say its unsupported and still work after a post message, or it wont post at all with the unsupported cpu.

Do some google searching and see if anyone with the same box has put that cpu in it and what problems they have. i have an unusported cpu in my XPS720 from dell. It posts and boots just fine but I get a warning message on post about an unsuported cpu.