If it's not in the list, then it's probably not supported. Of course, you could always try, but be careful because you might be risking permanent damage to the equipment (I wouldn't try it).
In this list of supported processors... http://www.intel.com/support/motherboards/desktop/dg965wh/sb/CS-026598.htm
...there appears to be a "Processor number" column. Perhaps this is not the same as the E3400 model number? Please take a look at your processor to see if one of those numbers in that column is documented on it to help determine if the risk of damage might be lower.