It is very rewarding to put a computer together, IMO. You built it, and it doesn't come with extra crap from other manufacturers (like Dell, HP, or Sony's crap). Also, custom built machines are much more upgrade friendly. I'll write up a good guide for you...
Make sure you have a PC screw kit of some sort just in case you don't have enough screws. And get a slightly magnetic tip philips screwdriver... just don't directly touch the hard drive with it. Make sure both your case's side panels are off, and take out a front bay panel where you want your DVD drive to be. If you bought a video card, make sure your power supply has enough PCI-E connectors for it (they're usually a 3x2 6-pin, or 4x2 8-pin connector). Remove the expansion bracket covers on the back. Take out the back panel with the holes for certain connectors that your case came with, and replace it with the panel that came with your motherboard.
Also, if you're paranoid, get a wrist-strap to avoid electrostatic discharge. I've never had any problems without one, but I usually work on a solid surface, with my feet on a non-rug surface. You can also get an anti-static mat to lay the motherboard on to install a couple components before you install the motherboard in the case. I do that, and I highly recommend it (it's proper procedure in IT anyway). Buy a few power supply connectors, and adapters if you really don't want to go anywhere in the middle of installation. A few extensions and adapters that'll come in handy are the 4-pin or 8-pin motherboard connectors, SATA power cable extensions, and Molex-SATA power adapters.
First thing to install would be the CPU. The socket is located on the upper center of the motherboard. It can only go in one way. Usually there's an arrow on the CPU itself and the socket to indicate what way it goes. for Intel CPUs, you can just lay it in and bend the metal post carefully underneath the clip. For AMDs it's essentially the same thing, except the CPU has small pins that go in the socket. Lay it in the right away and push the metal post carefully down and lock it in place. The CPU should drop right in.
If you have a CPU heatsink that requires brackets on the back of the motherboard, put that on next, then put in the motherboard. If the heatsink is using those plastic push pins, you can put it in after you install the motherboard. Make sure all screws are snug (not ZOMG tight, just pretty snug). Take the CPU heatsink and check if there's any thermal compound (sticky stuff on the bottom of the heatsink). If there is, just leave it. If there isn't, get some of your own and apply a couple pea size blobs on it, or apply a couple small lines. Take a flat card and spread it across the heatsink evenly, and make sure it's a thin layer of compound on without any open or weird smudged spots. Plug the heatsink's power connector to some pins somewhere near the CPU socket.
Putting the motherboard is pretty simple. Make sure your case's stand-off screws line up with the holes of your motherboard. The stand-offs are sort of brass colored screws with a hole sticking out of the case inside. Once they're lined up, put in the motherboard screws. Tighten them to a good snug.
Next, put in the RAM sticks. You want to push them down in a straight angle with 2 fingers along the outer edges until you hear the brackets snap in place. And that's about it.
Here's the most annoying part (IMO) of any computer installation: The wires coming from the case. They're usually 2 maybe 3 pin connectors coming from the case itself. They'll be labeled like "power sw" "reset sw" "h.d.d led" and a few miscellaneous others. The labels will be on the heads of the connectors. Make sure to read your motherboard manual to figure out where the corresponding connectors go on the motherboard.
Well you got the annoying and tedious parts out of the way. Next thing to do is to put in the power supply. Slide it in wherever there's a large rectangular opening in your case, and line up the screw holes. The opening for the power supply is gonna be on the backside of the case, and either at the very top, or very bottom. Put in 2 screws, one on the top left and bottom right holes first (or top right, bottom left...). Now put in the last 2 screws.
Installing the hard drive is fairly simple. Line it up with some holes near the middle of inside the case towards the front. Put in 2 screws opposite of eachother, then put in the rest.
The DVD drive usually goes up toward the top front of the case. You should be able to slide it in from the outside in the spot you opened up. Screw in some screws like you did the hard drive.
Now time to put in the expansion cards if you have any (video card, sound card, extra USB port cards, wireless networking card etc). Video cards will usually go in the PCI-E 16x slot, or the slightly longer slot than the regular PCI slots (check motherboard manual if you're confused). Line up the back of the expansion card's bracket with the opening on the back of the case, and line up the card's slot with the PCI/PCI-E slot. Usually the bracket will slide down beneath the motherboard a little bit. Push down in a straight angle while pushing down slightly on the bracket, lining it up with the screw hole.
Now connect the main power supply lines. One is a 24-pin 2x12 connector (sometimes there's only 20 on a motherboard, but all power supplies nowadays have interchangeable plugs), and the other is either a 4-pin (2x2) or 8 pin (2x4). Connect the power supply's PCI-E connectors to your video card, and sound card if applicable. Some sound cards will use an old floppy drive power connector.
Plug in the SATA interface cables from the motherboard to your hard drive and DVD Drive, as well as the power cables from each. Most motherboards come with a 2-4 SATA cables. The SATA power cable connector heads will be a bit wider and come directly from your power supply. You shouldn't need to buy a separate set of SATA power cables.
Case fans... If you have case fans, you can plug them in with a 4-pin (1x4) molex connector from your power supply. It's completely fine to split the connectors for case fans.
That's all I can think of at the moment. Plug in your main power cable, keyboard, mouse, and monitor cable to your video card and turn it on.
If it doesn't turn on, check to see if your power supply switch is turned on. If it is, (if applicable) check the power strip your computer's power is connected to and make sure it's working, and just turn it off then on. If that's all fine and dandy, check your "POWER SW" connector to your motherboard. Sometimes, besides making sure they're in the right pins, you just unplug the connector, and turn it around (check the reset SW and other connectors later).
When you first get computer parts, RAM will be the most likely culprit for defective parts. If something goes awry, it'll usually be the RAM. If it's not the RAM, it could be the power supply.
If it turns on and all starts up just fine, turn off your computer, put the side panels of your case back on making sure cables are out of the way. Turn your computer on, and insert your OS CD in your DVD drive. From there, just follow the steps in the installation process and choose default settings. You should be good from there!
