Building a gaming computer... need help

[twin892]

Ok, well im thinking of building a new gaming computer i am quite knowledgable about the specs, but still need to know if everything is compatible. It is my first time building a computer and I am somewhat nervous about running into problems. what advice can you guys give me about building my own computer and what problems are to be expected/what problems did you run into when you built your own computer? Here are the components.

Case:https://secure.cbitcanada.com/cbitssl/retail_productdetail.asp?ProdNo=CAS-N09-055&Cat=4

CPU:https://secure.cbitcanada.com/cbitssl/retail_productdetail.asp?ProdNo=CPU-A40-106&Cat=8

HD:https://secure.cbitcanada.com/cbitssl/retail_productdetail.asp?ProdNo=HDD-M15-195&Cat=12

Drive:https://secure.cbitcanada.com/cbitssl/retail_productdetail.asp?ProdNo=ROM-L25-022&Cat=5

Video Card:http://www.tigerdirect.ca/applications/SearchTools/item-details.asp?EdpNo=1351110&sku=E145-5122

Mobo:http://www.tigerdirect.ca/applications/SearchTools/item-details.asp?EdpNo=1366536&sku=M452-2810

Ram:http://www.tigerdirect.ca/applications/SearchTools/item-details.asp?EdpNo=1283677&sku=O261-4910

Thank You Very much for your time and expertise.