Can I put nVidia GTX590 on my mother board MSI P35 NEO?

No you can´t that motherboard only accepts PCIe x16 1.0 and the GTX 590 needs a 2.0. Plus don't go and buy such an expensive graphics card for such a poor motherboard and processor, because you wont be able to experience it´s full capability. One of the only things you don't want to go cheap on is on a motherboard. You have to balance of all your computer components, don't buy a 1000$ GPU for like a 30$ board (exaggerating).