939 CPUs will work with that mobo. Depending on how much you want to spend on a CPU, get an Athlon 64, Athlon FX, or Athlon X2 (dual core).
Dual core CPUs have two cores in one, which is like having to CPUs in one computer. Eventually, games will be taking advantage of dual cores, so they are more futura proof. As for right now, theoretically they can process twice as much information as a single core CPU of the same frequency, so they can do twice s many tasks at one time. But again, thats only theoretically.