Most 940's should get 3.6GHZ on stock cooling.
The stock cooler it comes with isn't too bad; it's a copper heatpipe version, designed for CPU's that can reach 125W power usage (as per the 125W TDP).
The 940 uses about 65-70W under full load at stock, however (the TDP is just a recommendation for cooling, not actual power usage)
Though Phenom II's love the cold, and higher volts. And a better the cooler, the higher it will overclock (with -200°C and ~1.9-2.0V, you can potentially break world records.)
Though you need a board with power regulation that can handle the volts you put through.
Most will allow 1.5-1.6V
Anyway, I hope you're not planning to use an AM2+ chip in an AM3 board.
AM2+ chips will only work in AM2/AM2+ boards.
AM3 chips work in AM3, and AM2/AM2+ boards though.
It's because of the onboard memory controller;
AM2/AM2+ chips have a DDR2 only memory controller. AM3 chips have a DDR3 and DDR2 capable memory controller.