Have you updated the bios?
Those xeons work with a lot of the x58 consumer motherboards, but you usually have to have a bios version that supports gulftown.
The fact thatthe lastone bios update there explicitly supports another xeon is pretty promising.
Edit: msi does not seem to have those bioses in date order.. judging from the names, this is the latest one. 7522v39.zip
For some reason they list the Bios for both the X58 Platinum and the X58 Platinum SLI on the same page. All the 3.x version are not automatically detected by the bios flashing tool (M-Flash). Not sure if I should just try to force them or leave it. I asked MSI a question so I will see what they say.