Is this CPU compatible with this motherboard?

The AOpen i915PA-PLF motherboard is quite old, designed for pentium 4 processors. Most of these motherboards are also capable of taking the newer pentium dual cores and core 2 duo's. But when Intel made their new processors on 45 nm, the older motherboards could take it no more. The E5200 is one of the new 45 nm series, so I think that this is the problem you have.