Are you sure that the processor is a socket 940, or is it a socket 939? If I remember correctly, the 940 is a server processor and will likely cost you more cash for a motherboard and memory, based on system requirements.
I have two AMD systems that are socket 754 (MSI Neo 3H) and one that is 939 (Gigabyte GAMA69VM-s2). They all run fine with the latest versions of Fedora, Ubuntu, Debian, Puppy, Mandriva and SuSE Linux. There is tons out there on AMD motherboards and Linux.
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"I love it when a plan comes together." - Hannibal Smith