What is the motherboard model? When did you buy it? Just because its a 975X chipset doesn't mean it supports Conroe. Conroe required a new specification of voltage regulators that old 975X boards do not have. All P965 motherboards are Conroe-compatible, though.
Note to self: I really hope that Asus P5W-DH Deluxe that arrives tomorrow from Newegg has the 0701 BIOS on it, because I don't have any LGA775 Pentium processors to flash the BIOS.