Second Half
Thanks to an HP USB drive formatting utility and an application that creates Windows '98 boot disks, I managed to create a bootable PEN drive. Delving around in the BIOS revealed that the PEN drive was regarded as a fixed drive, not a removable device, so I was looking in the wrong BIOS menu for the boot order.

Anyway, one BIOS upgrade later, plug in new CPU for the second time, power up and we have ...a display reporting the right CPU. :-) Takes ages to power up, probably due to the fact it didn't have AMDK8.sys onboard.

Anyone know any good rabbit recipes?