Ping AL28 is MEMCS_2H_L[1]

This is chip select line for memory channel 2 described as DRAM Chip Selects to upper half of data bus.

So one of the four memory slots would not work.

Almoststew1990 wrote on Today, 18:26:

I have a Socket 939 Athlon 64 x2 4200 CPU with a broken (missing) pin. Looking at this diagram it is pin AL 28: https://www.gadg […]
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I have a Socket 939 Athlon 64 x2 4200 CPU with a broken (missing) pin. Looking at this diagram it is pin AL 28:
https://www.gadget-manual.com/amd/amd-cpu-pinout/

It is described as being a "memory interface" pin.

Will the CPU work without this pin? I don't want to stick it in the board as the boards and CPUs are getting more expensive so I don't want to break the CPU any more than it is already or damage the board.

In general - one DIMM slot won't work. The slot which is connected to AL28 - MEMCS_2H_L[1].
But it also depends on a memory module - its volume and banks. IMHO some models of DIMM (Single Rank) will work even in this DIMM slot.

Cut a pin to the appropriate length and use it. Put it on the right hole of the socket.

I've done it to my MMx back in 1998.