CPU hunting

[BellTB]

I have an Acer Aspire All-in-One Z3101-U4062 and I am trying to figure out what my upgrading options are for my CPU. I realize that things can be different with All-in-Ones sometimes. My example of what I was looking at doing and what I knew to consider is as follows...
I have an AMD Athlon II X2 240e dual-core, I was looking at the AMD Phenom ii X4 965 black edition as a possible upgrade. Not sure if going from 45w to 125w is ok with a heatsink/fan, but I do know they both use AM3 socket.
Please help me fill in the blanks so I know what my options are, if any, for upgrading. Thanks!!