Newegg has a tight return policy for cpu's. I think it's 7days.
Find someone with a known good 939 board to test your cpu. A small computer shop, consultant, whatever. Fuel cell acumen is worth lots in the world of geek information barter.
First though, I'd detach the MB from the chassis & see what happens. Shorts are usually deader than the beeps you describe but it's worth a try. Unscrew, lift, and insulate from the chassis. Something like cereal box cardboard would work for a quick test.
If that doesn't get you anywhere, try AMD's warranty dept. A smooth operator might work out eval A64s from a geek customer service rep once they know your predicament.