Edit only ten minutes now... grumble ok then new post.
Check page 12 to 16, ignore the advertisements. The rest of the guide is intresting but a bit out of date, since its from last year.
My personal order is as follows, but this is no guide... i am not responsible if anything goes wrong.
Always be carefull and if something doesnt go in lightly check if you did it right. Verry rarely you need to apply force. Also make sure to ground yourself before working and during working so static electricity doesnt damage your comp. Best is to use a antistatic wrist band.
Be verry carefull with the screwdriver, when you slide off a screw and hit the wrong place something IS broken for sure.
1. check that the stuff works together, best on the pages of the manufacturer. while your there, download the newest drivers and unpack them onto one cd, so you have all the drivers on one cd, somehow organized in directories that you find em.
2.carfully unpack the hardware and visually check for any scratches/cracks or sign of mechanical damage. put them somewhere noone will step on them, bite into them or pour liquid over them. do NOT mix them up... keep every package seperate and do NOT throw anything away... sometimes a lone screw hides in the packaging.
3. Look at the case, does the motherboard fit in? If the motherboard is on a tray, will it still slide in with cards/heatsink on? Where could the cables go best without being to much in the way? You have distance screws and metal retainers to mount the motherboard in the case. put them in the places on the case where the motherboard has holes. Only have them where there is a hole in the motherboard AND in the case, so to say where they match.
4. Look at the motherboard and the manual that came with it, i dont but i recommend, read the whole manual. Find out where the ram goes, graphic board, cpu, necessary add ons (power module etc). Check what jumpers there are and which you have to set.
5. Set the jumpers right. Jumpers are little black plugs to set electrical connection or not.
6. check if you have to mount parts of the CPU coler to the motherboard before mounting it to the case, like a backplate.
7. see if you have to drill any holes to the case or modify it, to hold water cooling or include a window. Do this now and far away from the electronic stuff, removing any metall bits that are left over to prevent shortening anything.
8. Now you can go diffrent ways, mount CPU and RAM first or screw in the motherboard first. Advantage mounting cpu and ram now is that you can place the board on the foam it came with and have no problems with bending or low light conditions. I put on ram and cpu now, but when your unsure weather you scratch em while mounting the board do it later.
9. mount the CPU. as of now, sockets are square so there are four possible ways to mount it (actually there are more you can misalign it too). ONLY one way is correct. Find out which corner of the CPU and the socket are marked, these corners need to go together. Make sure the lock device (mostly a lever) on the socket is in open position, carefully insert the cpu, convince yourself that its totally seated. Then close the device.
10. mount the RAM. Make sure its the right type (and size) of RAM, then check in which banks you have to install them. That you can see in the motherboard manual. The RAM has little grooves that go onto nibbles in the slot. Make sure to have it aligned the right way or youll damage it. Insert it and lock it in place with the little levers.
11. now you have two possibilities. Either slap together the whole comp without case and see if it boots, or start mounting it. I am usually optimistic and mount it now.
12.Fix the slot cover for the ports in the rear of the case to the case, choose the one that came with your motherboard. Before puting it into the case check with the motherboard, sometimes you have to break out aditional ports. Then snug it in the hole at the back of the case, from inside. Make sure that it is in the right orientation (you have 4 chances at least).
13. carefully put the motherboard in the case. This is tricky since you need to slide the ports into the port cover from inside but still not scratch the board on the mounting posts. Do NOT hold the board on the RAM or cpu. Here is the advantage when installing the ram later, it is saver for the components. Also note that sometimes you have to put pads or brackets between the board and the case, make sure not to forget them.
14. Screw/fixate the motherboard to the mounting points. Put in all the screws lightly and once all are in and it looks like it fits tighten them verry lightly. Also mount the clips for the non screw fixations. Also some screws require insulatiors. Sometimes a screw is to big or a hole is so close to components on the motherboard that the screw would damage the part, then its best not to use this fixating point.
15. if you didnt do before you can install ram and cpu now. Also, if your mb is on a tray you have to put the tray in the case now since most heatsinks wont slide in the case with the tray.
16. Mount the heatsink, verry carefully according to the manual of the heatsink. Some heatsinks are a bit tricky to get on right, need some force but if you use to much force or slide of you break the motherboard or the CPU. Also make sure to use either a thermal pad or thermal paste, not both. When you use paste you need to apply enough paste so the heatsink has full contact with the heatspreader, but not to much, the paste may not cover any other parts of the cpu or the motherboard. Usually its a verry small amount of paste that you need.
17. check if the heatsink is mounted correctly. it must sit straight and directly on the cpu. If its angled or there is a gap then its wrong.
18. plug in the heatsink fan on the motherboard where it is supposed to plug into. Most fan plugs do only plug in in the right direction, little arresting notch to the plastig tap with hole so the notch arrests in the hole.
19. If you didnt do before remove all the covers from the case that you dont need. Thats the slot cover for the graphics board, cover for the DVD drive and possible cover for the floppy drive.
20. plug in the cables for case speaker, reset button, power button, on light. All these go from the case to mostly one point on the motherboard. Plug these in right, if you get it wrong the comp wont start at all.
21. mount DVD Drive, Harddrive, floppy drive to the comp by either fixing them in their place with screws or fixing them to the mounting devices and sliding them in. Dont forget to set the jumpers right on the drives before putting them in. Also take a look at each drive which way the cables should be put in later, so you know it then.
22. put the power supply in the case and plug in the cables, you want a big connector from ps to motherboard, possible aditional power connectors on the motherboard and cables to all the drives.
23. Put in the cables from motherboard to the drives. Sometimes easier to do before 22, sometimes this way.
24. Put the graphic board into its slot, make sure it arrests in place if there is some kind of arrestor mechanism. If it needs an extra power connector need to put in the power connector from the power source to the graphic card.
25. Fixate the graphics board in place with its screw or with a retenation clip, depends on case. Make sure the Graphics board is fully seated in the motherboard, sometimes the case does not fit then your in trouble and need to make it fit, mostly that is because you did put it together wrong.
26. Check all the cables and make sure they are plugged in the right way. Also make sure you didnt misplace them by one or two pins.
27. Pray.
28. plug in the monitor, keyboard, mouse and power chord.
29. switch the powersupply on if it has a seperate switch
30. press the power button. If your lucky the drives spin and the comp starts up. Watch if the CPU fan starts spining. Hold down del key to get into bios, or whatever key it is for your bios.
31. find the cpu temp in the bios and watch if it stays in range.
32. shut off the comp again. put all aditional fans in place and plug them in and put the cover on the case so it looks neat again. Then start installing windows.
33. if the comp hangs during windows install or shortly after something went wrong with the hardware. Mostly its not the hddrive or the driver so need to check the hardware again.
Now, be sure to read more about it or have a helping hand with you when you assemble a comp but this is my try of your asked "how do i " list. Be warry that a lot of people will offer to help you but have no idea themselfs and its your stuff you scrap for 1000 or more bucks if anything goes wrong. Also when it doesnt work afterwards sometimes its only a forgotten power plug but other times its a motherboard with wrong bios revision, so not always easy to fix.
It really helps when you have a second computer of same type (CPU/RAM/HARDDISK) to find problems, then you can swap in components where you know they work.
Again, i wont take any responsibility for when you break stuff.