As for the initial installing procedure there's lots of illustrated tutorials available. The basic procedure goes something like this:
1) Boot from the install DVD
2) Choose "Custom"
3) Delete all existing partitions, create new ones if needed or install on the emptied drive for a single partition. The process will create a small system partition, too.
4) Add license codes, names, passwords etc. when asked for.
5) If you're asked, make Windows Update download critical updates only. If you're willing to do it manually, choose that option. In any case, don't let Windows update install the Suggested updates. You can change this later, too.
The more demanding part starts here: Start by checking the BIOS settings and disable the onboard components you know you won't be using, like Floppy drive, Serial port, onboard audio (if you're replacing it anyway) etc. Also find all of the drivers you'd need. Rather than using the motherboard cd, download the latest drivers from the manufacturer's site on a memory stick.
When you can boot into Windows for the first time, install the drivers starting from the motherboard chipset, following with the video, audio etc. in the order of importance. Reboot when asked.
After getting rid of all exclamation marks in the Device Manager check that the firewall is enabled, you can also install the anti-virus at this point. After that it's time to patch your Windows. The best way would be to search information about each and every update, but the lazy way is often good enough: Download and install all critical updates.
Only after that start installing third party programs. Always do a "custom" install, uncheck every optional offer and automatic update.
Look at
www.blackviper.com for hints to speed up your computer. Use your brain, too.